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Re:Random Walks: the mathematics in 1 dimension by emfree on Tuesday February 02, 2016 @05:27PM (#11023202)
Here's a reference I found for one way to do it: http://www.math.nus.edu.sg/~matsr/ProbII/Lec6.pdf (Theorem 2.1). You define the Green's function G(x, y) = \sum_n Pr_x(S_n=y), where x and y are 3-vectors and Pr_x(S_n=y) is the probability that an n-step random walk starting at x ends up at y. If you have an infinite random walk starting at 0, then G(0, 0) is the expected number of times that the walk returns to 0. That's what the mathworld link calls u(3). You can use Fourier inversion to compute G(0, 0) -- the link gives the gnarly details. It's pretty cool.
Re:Random Walks: the mathematics in 1 dimension by Ntrails on Wednesday February 03, 2016 @08:23AM (#11026292)
You're a scholar and a gentleman, merci buckets