On multiple returns in the random-walk problem

Abstract

Consider a random-walk problem on a simple lattice, the probabilities of the walker taking any direction in the lattice at each lattice point being equal. Then Polya (6) has shown that if a walker starts at the origin and continues to walk indefinitely, the probability of his passing through his starting point is unity in one and two dimensions, but less than unity in three or more dimensions. Recently, a generalization of this problem has been considered (1),(3) in which the walker is allowed to jump several lattice points with assigned probabilities. F. G. Foster and I. J. Good (3) have shown that if the assigned probabilities satisfy certain conditions, Polya's result still holds, and K. L. Chung and W. H. J. Fuchs (1) have shown that the result is valid under far less restrictive conditions. The above authors were primarily concerned with the question whether return is almost certain or not, and did not consider a detailed calculation of the probability at any stage. It is the purpose of the present paper to show that the use of contour integrals allied with the method of steepest descents (4) enables one to perform this calculation very simply.