Random Walks in Noninteger Dimension

One can define a random walk on a hypercubic lattice in a space of integer dimension $D$. For such a process formulas can be derived that express the probability of certain events, such as the chance of returning to the origin after a given number of time steps. These formulas are physically meaningful for integer values of $D$. However, these formulas are unacceptable as probabilities when continued to noninteger $D$ because they give values that can be greater than $1$ or less than $0$. In this paper we propose a random walk which gives acceptable probabilities for all real values of $D$. This $D$-dimensional random walk is defined on a rotationally-symmetric geometry consisting of concentric spheres. We give the exact result for the probability of returning to the origin for all values of $D$ in terms of the Riemann zeta function. This result has a number-theoretic interpretation.