REVIEW 2 major objections 4 minor 51 references
The joint distribution of first return times and of the number of distinct sites visited by a 1D random walk before returning to the origin
T0 review · 2 major / 4 minor · reviewed 2026-08-12 · deepseek-v4-flash
Pith's one-line read The paper derives the exact joint distribution of first return time and number of distinct sites visited for a one-dimensional random walk, yielding closed-form conditional means and variances.
desk verdict Solid closed-form conditional moments for first return and range in 1D, with a fit-based asymptotic section that needs an analytic fix before the subleading terms can be trusted. read the letter →
The pith
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
The reading
What carries the argument
The load-bearing object is the combinatorial count $T(n,s)=U(n,s)-U(n,s-1)$, where $U(n,s)$ is the number of bounded Dyck paths of length $2n$ that start and end at zero, never go below zero, and never exceed height $s$; a Dyck path is a walk with steps $\pm1$ that stays nonnegative. Equation (7) expresses $U(n,s)$ as a finite trigonometric sum, and weighting the difference $T(n-1,s-1)$ by the path probability $2^{-(2n-1)}$ produces the joint distribution. The same generating function of $U(n,s)$ supplies the conditional moments through derivatives, and a binomial-coefficient reformulation makes the moments numerically accessible for very large $n$.
What would settle it
A brute-force enumeration of all first-return trajectories for $n$ up to about 20, tallying each by return time $2n$ and maximum height $s$, and comparing the normalized histogram with Eq. (8), would settle the central count; any mismatch for a single $(n,s)$ pair would falsify the joint distribution. The conditional moments could be checked independently by high-statistics simulation at fixed $s=8$.
Extended reading notes
Core claim
The central discovery is an exact expression for $P(T_{\mathrm{FR}}=2n,S=s)$, the probability that a simple symmetric nearest-neighbor walk on the integers, starting at the origin, first returns at time $2n$ after visiting exactly $s$ distinct sites. The paper writes this probability as $T(n-1,s-1)\,2^{-(2n-1)}$, where $T(n,s)=U(n,s)-U(n,s-1)$ is the number of bounded Dyck paths of length $2n$ whose maximum height is exactly $s$. From this joint distribution it derives the conditional distributions $P(T_{\mathrm{FR}}=2n|S=s)$ and $P(S=s|T_{\mathrm{FR}}=2n)$, and from those the exact conditional mean and variance $\mathbb{E}[T_{\mathrm{FR}}|S=s]=\frac{2}{3}(s^2+s+1)$ and $\mathrm{Var}(T_{\mathrm{FR}}|S=s)=\frac{4}{45}(s-1)(s+2)(s^2+s-1)$, together with the asymptotic laws $\mathbb{E}[S|T_{\mathrm{FR}}=2n]\simeq\sqrt{\pi n}$ and $\mathrm{Var}(S|T_{\mathrm{FR}}=2n)\simeq\pi(\pi/3-1)n$. In this way the divergences of the marginal distributions are controlled, and the coupling between the duration and the spatial extent of a first-return excursion is quantified.
Load-bearing premise
Everything rests on the imported count $U(n,s)$ in Eq. (7), namely that the trigonometric sum equals the number of length-$2n$ walks that stay nonnegative, return to zero, and never exceed height $s$.
Editorial extensions
If this is right
- Conditioning on territory size removes the divergence: for every finite $s$, the conditional mean and variance of the first return time are exact polynomial functions of $s$.
- For long excursions the number of distinct sites visited before the first return grows as $\sqrt{\pi n}$, so the explored region extends like the square root of the return time, with a smaller prefactor than the unconditioned mean because the walk must retrace its steps near the end.
- The conditional distribution $P(T_{\mathrm{FR}}=2n|S=s)$ has an exponential tail whose rate is set by $\cos^2(\pi/(s+1))$, so trajectories that cover more sites are not only slower on average but have return times with a wider spread.
- The explicit joint distribution reproduces the known marginal laws, including $P(S=s)=1/[s(s+1)]$ and the Catalan-number first-return distribution, which anchors the new formulas to classical one-dimensional random walk results.
- The binomial-coefficient representation lets the conditional moments be evaluated numerically up to $n=10^6$, making the asymptotic constants directly checkable.
Reading between the lines
- If the same conditioning strategy is applied to biased or resetting walks, whose joint generating functions are already known from previous work, explicit conditional moments of a similar polynomial or square-root form may follow by the same derivative method; this is a natural extension the paper notes but does not carry out.
- The identification of the number of distinct sites with the maximum height is special to one dimension, so in higher dimensions a genuinely new geometric count is needed and the scaling $\mathbb{E}[S|T]\sim\sqrt{T}$ may not survive.
- For random-search models in which an agent resets or dies upon returning to the origin, the exact conditional variance quantifies the spread in search outcomes and suggests that the covered territory, rather than elapsed time, is the better control variable.
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The paper studies the joint distribution of the first-return time T_FR and the number S of distinct sites visited before first return for a symmetric one-dimensional random walk. Starting from a bounded Dyck path count U(n,s), the authors express the joint distribution P(T_FR=2n,S=s), derive the conditional distributions P(T_FR|S=s) and P(S=s|T_FR=2n), and obtain closed-form conditional moments E[T_FR|S=s]=(2/3)(s^2+s+1) and Var(T_FR|S=s)=(4/45)(s-1)(s+2)(s^2+s-1). For the reverse conditioning, they evaluate exact binomial sums numerically and infer the asymptotics E[S|T_FR=2n] ~ sqrt(pi n), E[S^2|T_FR=2n] ~ (pi^2/3)n - sqrt(pi n), and hence Var(S|T_FR=2n) ~ pi(pi/3-1)n, with additional subleading terms. The paper presents simulation comparisons for the conditional distributions and moments.
Significance. If the exact derivations are correct, the paper advances the recent generating-function result of Klinger et al. by providing an explicit joint distribution and finite conditional moments. The closed-form expressions for E[T_FR|S=s] and Var(T_FR|S=s) are clean, check out for small s, and are supported by simulation, and the leading asymptotics for S|T_FR match known excursion and Theta-distribution results. The main caveat is that the subleading asymptotic terms in Section 7 are obtained by numerical fitting rather than by derivation from the exact sums or from Eq. (42), and Section 8 contains an internal inconsistency in the variance expansion. With those issues corrected, this would be a solid contribution to the random-walk and first-passage literature.
major comments (2)
- [Section 7, Eqs. (48)-(57)] The asymptotic results are not derived analytically but are inferred by evaluating the exact sums (47) and (52) at finite n and fitting the residuals Delta_1 and Delta_2 to assumed decay forms (Eqs. (50) and (56)). No derivation is given from the exact combinatorial sums or from the Theta distribution in Eq. (42). The leading constants are plausible and agree with known results, but the subleading coefficients in Eqs. (51) and (57), which are advertised as new, are fit-dependent and not established. These terms should either be derived analytically or presented explicitly as numerical conjectures with a clear statement of their status.
- [Section 8, variance expansion] The displayed asymptotic Var(S|T_FR=t) ~ (pi^2/6 - pi/2)t - sqrt(pi/2) sqrt(t) + O(1) is inconsistent with combining Eqs. (51) and (57). From those equations, E[S|t]^2 = (pi/2)t - sqrt(pi/2) sqrt(t) + 1/4 + ..., so the sqrt(t) terms cancel in Var(S|T_FR=t) = E[S^2|t] - E[S|t]^2, leaving Var(S|T_FR=t) ~ (pi^2/6 - pi/2)t - (pi^4/450 + 1/4) + ... . The stated sqrt(t) term in Section 8 therefore cannot be correct, and this internal inconsistency indicates that the subleading expansion is not fully controlled.
minor comments (4)
- [Section 6, Eq. (39)] Eq. (39) appears to have an index-shift error: substituting U(n-1,s-1)-U(n-1,s-2) into Eq. (14) yields a prefactor 2^{2n-1} with arguments (n-1,s-1), (n,s-1), (n-1,s-2), (n,s-2), not the displayed F(n,s), F(n+1,s), F(n,s-1), F(n+1,s-1) with prefactor 2^{2n+1}. The current form is not equal to Eq. (37) and can take negative values, for example for n=2, s=1.
- [Section 8, biased random walk discussion] The statements that for p<1/2 the walk is recurrent with P_R=1 and finite mean first-return time, and that for p>1/2 the return probability is (1-p)/p, are only correct for the process conditioned on the first step being to the right. Unconditioned, a biased one-dimensional random walk with p != 1/2 is transient. Please clarify that the conditioning on x_1=1 is maintained throughout this paragraph.
- [Section 7, Eq. (54)] Eq. (54) cannot be valid for all moments as stated: for r=1 the formula gives zero, whereas E[S|T_FR=2n] ~ sqrt(pi n). The displayed leading-order formula should be restricted to r>=2, or supplemented by the separate r=1 result.
- [Appendix B] Appendix B uses the word 'nodes' in one place where the rest of the paper uses 'sites'; please unify the terminology.
Circularity Check
No significant circularity: exact conditional moments follow from the externally cited combinatorial count and the generating function; Section 7 asymptotics are numerical extrapolations, not circular reductions.
full rationale
The central derivation is self-contained. The joint distribution (Eq. 8) is built from the bounded-Dyck-path count U(n,s) (Eq. 7), which is imported from de Bruijn et al. [45] and Hein & Huang [31] - not from the present authors' prior work - and is cross-checked against the binomial representation (A.4). The conditional moments E[T|S=s] and Var(T|S=s) (Eqs. 32 and 35) are obtained by differentiating the generating function Rs(x) (Eqs. 29-31) at x=0; no fitted parameter is fed back into the calculation. The asymptotic statements of Section 7 are obtained by numerically evaluating the exact finite-n expressions (47) and (52) and fitting the residuals Delta_1 and Delta_2 (Eqs. 50 and 56) to assumed decay laws, so those subleading constants are heuristic rather than proven; nevertheless this is an extrapolation of an exact expression, not a reduction of a predicted quantity to its own input. The Section 8 claim Var(S|T=t) ~ (pi^2/6 - pi/2)t - sqrt(pi/2) sqrt(t) + O(1) appears inconsistent with combining Eqs. (51) and (57), where the sqrt(t) terms cancel; this is an internal consistency error in the subleading asymptotics, not a circularity. Self-citations (e.g., Tishby et al. on random regular graphs) concern different models and are not load-bearing. Score 0.
Assumptions & free parameters
free parameters (2)
- Asymptotic coefficient a in E[S|TFR=2n] ~ a sqrt(n) =
sqrt(pi)
- Asymptotic coefficient b in E[S^2|TFR=2n] ~ b n =
pi^2/3
assumptions (3)
- standard math The exact count of Dyck paths bounded by height s is U(n,s) = (2^{2n+1}/(s+2)) sum_{m=1}^{s+1} sin^2(m pi/(s+2)) cos^{2n}(m pi/(s+2)), as stated in Eq. (7).
- domain assumption For a first-return trajectory starting with a step to the right, the number of distinct sites visited equals the maximum height of the path, so s = max height.
- ad hoc to paper Asymptotic scaling forms assumed for E[S|TFR=2n] ~ a sqrt(n) + b + c/sqrt(n) and E[S^2|TFR=2n] ~ a2 n + b2 sqrt(n) + c2.
Cite this review
Pith. "Pith review of The joint distribution of first return times and of the number of distinct sites visited by a 1D random walk before returning to the origin." pith.science (2026). https://pith.science/paper/VBTS4K4Z
@misc{pith2026241118576,
author = {Pith},
title = {Pith review of: The joint distribution of first return times and of the number of distinct sites visited by a 1D random walk before returning to the origin},
year = {2026},
howpublished = {\url{https://pith.science/paper/VBTS4K4Z}},
note = {Machine review of arXiv:2411.18576}
}
abstract
We present analytical results for the joint probability distribution $P(T_{FR}=t,S=s)$ of first return (FR) times t and of the number of distinct sites s visited by a random walk (RW) on a one dimensional lattice before returning to the origin. The RW on a one dimensional lattice is recurrent, namely the probability to return to the origin is $P_{R}=1$. However the mean $\langle T_{FR}\rangle$ of the distribution $P(T_{FR}=t)$ of first return times diverges. Similarly, the mean $\langle S\rangle$ of the distribution $P(S=s)$ of the number of distinct sites visited before returning to the origin also diverges. The joint distribution $P(T_{FR}=t,S=s)$ provides a formulation that controls these divergences and accounts for the interplay between the kinetic and geometric properties of first return trajectories. We calculate the conditional distributions $P(T_{FR}=t|S=s)$ and $P(S=s|T_{FR}=t)$. We find that the conditional expectation value of first return times of trajectories that visit s distinct sites is ${\mathbb E}[T_{FR}|S=s]=\frac{2}{3}(s^2+s+1)$, and the variance is $Var(T_{FR}|S=s)=\frac{4}{45}(s-1)(s+2)(s^2+s-1)$. We also find that in the asymptotic limit, the conditional expectation value of the number of distinct sites visited by an RW that first returns to the origin at time $t=2n$ is ${\mathbb E}[S|T_{FR}=2n] \simeq \sqrt{\pi n}$, and the variance is $Var(S|T_{FR}=2n) \simeq \pi\left(\frac{\pi}{3}-1\right)n$. These results go beyond the important recent results of Klinger et al. [{\it Phys. Rev. E} {\bf 105}, 034116 (2022)], who derived a closed form expression for the generating function of the joint distribution, but did not go further to extract an explicit expression for the joint distribution itself. The joint distribution provides useful insight on the efficiency of random search processes, in which the aim is to cover as many sites as possible in a given number of steps.
Figures
Figures from the paper (6 more)
Reference graph
Works this paper leans on
-
[1]
Lawler G F and Limic V 2010 Random Walk: A Modern Introduction (Cambridge: Cambridge University Press) First return times and the number of distinct sites visited b y a random walk 26
work page 2010
-
[2]
Spitzer F 2001 Principles of Random Walk, Second Edition (New York: Springer)
work page 2001
-
[3]
Dvoretzky A and Erd˝ os P 1951 Some problems on random walk in sp ace, Proc. Second Berkeley Symp. Math. Stat. Probab. , edited by Neyman J, Univ. of Calif. Press, pp. 353
work page 1951
-
[4]
Vineyard G H 1963 The number of distinct sites visited in a random wa lk on a lattice J. Math. Phys. 4 1191
work page 1963
-
[5]
Montroll E W and Weiss G H 1965 Random walks on lattices II J. Math. Phys. 6 167
work page 1965
-
[6]
Tishby I, Biham O and Katzav E 2017 The distribution of first hitting times of random walks on Erd˝ os–R´ enyi networksJ. Phys. A 50 115001
work page 2017
-
[7]
Tishby I, Biham O and Katzav E 2021 Analytical results for the dist ribution of first hitting times of random walks on random regular graphs J. Phys. A 54 145002
work page 2021
-
[8]
Tishby I, Biham O and Katzav E 2021 Analytical results for the dist ribution of first return times of random walks on random regular graphs J. Phys. A: Math. Theor. 54 325001
work page 2021
Show all 51 references
-
[9]
B´ enichou O and Redner S 2014 Depletion-Controlled Starvation o f a Diffusing Forager Phys. Rev. Lett. 113 238101
2014
-
[10]
Chupeau M, B´ enichou O and Redner S 2016 Universality classes o f foraging with resource renewal Phys. Rev. E 93 032403
2016
-
[11]
B´ enichou O, Chupeau M and Redner S 2016 Role of depletion on th e dynamics of a diffusing forager J. Phys. A 49 394003
2016
-
[12]
P´ olya G 1921 ¨Uber eine aufgabe der wahrscheinlichkeitsrechnung betreffend die irrfahrt im strassennetz Mathematische Annalen 84 149
1921
-
[13]
Hughes B D and Sahimi M 1982 Random walks on the Bethe lattice J. Stat. Phys. 29 781
1982
-
[14]
Cassi D 1989 Random walks on Bethe lattices Europhys. Lett. 9 627
1989
-
[15]
Giacometti A 1995 Exact closed form of the return probability o n the Bethe lattice J. Phys. A 28 L13
1995
-
[16]
Kac M 1947 On the notion of recurrence in discrete stochastic p rocesses, Bull. Amer. Math. Soc. 53 1002
1947
-
[17]
Harris T E 1952 First passage and recurrence distributions Transactions of the American Mathematical Society 73 471
1952
-
[18]
Discrete Math
Cooper C and Frieze A M 2005 The cover time of random regular gr aphs SIAM J. Discrete Math. 18 728
2005
-
[19]
Tishby I, Biham O and Katzav E 2022 Analytical results for the dis tribution of cover times of random walks on random regular graphs J. Phys. A: Math. Theor. 55 015003
2022
-
[20]
Redner S 2001 A Guide to First Passage Processes (Cambridge: Cambridge University Press)
2001
-
[21]
Kostinski S and Amir A 2016 An elementary derivation of first and last return times of 1D random walks Am. J. Phys. 84 57
2016
-
[22]
Tishby I, Biham O and Katzav E 2022 Analytical results for the dis tribution of first passage times of random walks on random regular graphs J. Stat. Mech. 113403
2022
-
[23]
Peng J, Sandevc T and Kocarev L 2021 First encounters on Bet he lattices and Cayley trees Communications in Nonlinear Science and Numerical Simulat ion 95 105594
2021
-
[24]
Sood V, Redner S and ben-Avraham D 2005 First-passage prop erties of the Erd˝ os–R´ enyi random graph J. Phys. A 38 109
2005
-
[25]
Baronchelli A and Loreto V 2006 Ring structures and mean first passage time in networks Phys. Rev. E 73, 026103
2006
-
[26]
Dayan I and Havlin S 1992 Number of distinct sites visited by a rand om walker in the presence of a trap J. Phys. A: Math. Gen. 25 L549
1992
-
[27]
Coolidge J L 1909 The gambler’s ruin Annals of Mathematics, Second Series 10 181
1909
-
[28]
(New York: Wiley)
Feller W 1950 An Introduction to Probability Theory and its Applications , 3rd ed. (New York: Wiley)
1950
-
[29]
De Bacco C, Majumdar S N and Sollich P 2015 The average number o f distinct sites visited by a random walker on random graphs J. Phys. A 48 205004
2015
-
[30]
Klinger J, Barbier-Chebbah A, Voituriez R and B´ enichou O 2022 J oint statistics of space and time First return times and the number of distinct sites visited b y a random walk 27 exploration of one-dimensional random walks Phys. Rev. E 105 034116
2022
-
[31]
Hein N and Huang J 2022 Variations of the Catalan numbers from s ome nonassociative binary operations Discrete Mathematics 345 112711
2022
-
[32]
Flajolet P and Sedgewick R 2009 Analytic Combinatorics (Cambridge: Cambridge University Press)
2009
-
[33]
Merca M 2012 A Note on Cosine Power Sums Journal of Integer Sequences 15 12.5.3
2012
-
[34]
Merca M and Tanriverdi T 2013 An asymptotic formula of cosine p ower sums Le Matematiche 68 131
2013
-
[35]
Merca M 2014 On some power sums of sine or cosine The American Mathematical Monthly 121 244
2014
-
[36]
da Fonseca C M, Glasser M L and Kowalenko V 2017 Basic trigonome tric power sums with applications Ramanujan J 42 401
2017
-
[37]
Finch S R 2003 Mathematical Constants (Cambridge: Cambridge University Press)
2003
-
[38]
Redner S and B´ enichou O 2022 Complet e visitation statistics of one- dimensional random walks Phys
R´ egnier L, Dolgushev M. Redner S and B´ enichou O 2022 Complet e visitation statistics of one- dimensional random walks Phys. Rev. E 105 064104
2022
-
[39]
Redner S and B´ enichou O 2023 Universal exploration dynamics of random walks Nature Communications 4 618
R´ egnier L, Dolgushev M. Redner S and B´ enichou O 2023 Universal exploration dynamics of random walks Nature Communications 4 618
2023
-
[40]
Koshy T 2009 Catalan Numbers with Applications (Oxford: Oxford University Press)
2009
-
[41]
Stanley R P 2015 Catalan Numbers (Cambridge: Cambridge University Press)
2015
-
[42]
Deutsch E 1999 Dyck path enumeration Discrete Mathematics 204 167
1999
-
[43]
Audibert P 2010 Mathematics for Informatics and Computer Science (London: ISTE and Hoboken: Wiley)
2010
-
[44]
Godr` eche C, Majumdar S N and Schehr G 2015 Record statistic s for random walk bridges J. Stat. Mech. P07026
2015
-
[45]
15 (New York: Academic Pr ess)
de Bruijn N G, Knuth, D E and Rice S O 1972 The average height of p lanted plane trees In Read R C (Ed.), Graph Theory and Computing p. 15 (New York: Academic Pr ess)
1972
-
[46]
Prudnikov A P, Brychkov Yu A and Marichev O I 1998 Integrals and Series, Volume 1: Elementary Functions (King’s Lynn: Taylor & Francis)
1998
-
[47]
Klinger J, Voituriez R and B´ enichou O 2021 Distribution of the spa n of one-dimensional confined random processes before hitting a target Phys. Rev. E 103 032107
2021
-
[48]
Olver F W J, Lozier D M, Boisvert R R and Clark C W 2010 NIST Handbook of Mathematical Functions (Cambridge: Cambridge University Press)
2010
-
[49]
Evans M R and Majumdar S N 2011 Diffusion with stochastic resett ing Phys. Rev. Lett. 106 160601
2011
-
[50]
Cooper C, Radzik T and Siantos Y 2016 Fast low-cost estimation o f network properties using random walks Internet Mathematics 12 221
2016
-
[51]
Katzir L, Liberty E and Somekh O 2011 Estimating sizes of social n etworks via biased sampling Internet Mathematics 10 597
2011
Reviewed August 12, 2026 · model on record in the stance chip above.
Discussion (0). Continue with ORCID to comment.