Probability distribution of the number of distinct sites visited by a random walk on the finite-size fully-connected lattice

The probability distribution of the number s of distinct sites visited up to time t by a random walk on the fully-connected lattice with N sites is first obtained by solving the eigenvalue problem associated with the discrete master equation. Then, using generating function techniques, we compute the joint probability distribution of s and r, where r is the number of sites visited only once up to time t. Mean values, variances and covariance are deduced from the generating functions and their finite-size-scaling behaviour is studied. Introducing properly centered and scaled variables u and v for r and s and working in the scaling limit (t --> infinity, N --> infinity with w = t/N fixed) the joint probability density of u and v is shown to be a bivariate Gaussian density. It follows that the fluctuations of r and s around their mean values in a finite-size system are Gaussian in the scaling limit. The same type of finite-size scaling is expected to hold on periodic lattices above the critical dimension d(c) = 2.N