Area distribution of two-dimensional random walks on a square lattice

Abstract

The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A particular case generalizes the q-binomial theorem to the case of three addends. The distribution fits the L\'evy probability distribution for Brownian curves with its first-order 1/N correction quite well, even for N rather small.