Paper 2, Section I, F

Probability
Part IA, 2014

Consider a particle situated at the origin (0,0)(0,0) of R2\mathbb{R}^{2}. At successive times a direction is chosen independently by picking an angle uniformly at random in the interval [0,2π][0,2 \pi], and the particle then moves an Euclidean unit length in this direction. Find the expected squared Euclidean distance of the particle from the origin after nn such movements.