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\,\mathrm{d}\, t$ be Kluyver's probability density for $n$-step uniform random walks in the Euclidean plane. Through connection to a similar problem in 2-dimensional quantum field theory, we evaluate the third-order derivative $ p_5'''(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\geq5$, thus settling another conjecture of Borwein.