ON BORWEIN’S CONJECTURES FOR PLANAR UNIFORM RANDOM WALKS

Abstract

Let $p_{n}(x)=\int _{0}^{\infty }J_{0}(xt)[J_{0}(t)]^{n}xt\,dt$ be Kluyver’s probability density for $n$-step uniform random walks in the Euclidean plane. Through connection to a similar problem in two-dimensional quantum field theory, we evaluate the third-order derivative $p_{5}^{\prime \prime \prime }(0^{+})$ in closed form, thereby giving a new proof for a conjecture of J. M. Borwein. By further analogies to Feynman diagrams in quantum field theory, we demonstrate that $p_{n}(x),0\leq x\leq 1$ admits a uniformly convergent Maclaurin expansion for all odd integers $n\geq 5$, thus settling another conjecture of Borwein.