We study the densities of uniform random walks in the plane. A special focus is on the case of short walks with three or four steps and less completely those with five steps. As one of the main results, we obtain a hypergeometric representation of the density for four steps, which complements the classical elliptic representation in the case of three steps. It appears unrealistic to expect similar results for more than five steps. New results are also presented concerning the moments of uniform random walks and, in particular, their derivatives. Relations with Mahler measures are discussed.

Let $X$ be a locally finite, connected graph without vertices of degree $1$. Non-backtracking random walk moves at each step with equal probability to one of the ``forward'' neighbours of the actual state, \emph{i.e.,} it does not go back along the preceding edge to the preceding state. This is not a Markov chain, but can be turned into a Markov chain whose state space is the set of oriented edges of $X$. Thus we obtain for infinite $X$ that the $n$-step non-backtracking transition probabilities tend to zero, and we can also compute their limit when $X$ is finite. This provides a short proof of old results concerning cogrowth of groups, and makes the extension of that result to arbitrary regular graphs rigorous. Even when $X$ is non-regular, but \emph{small cycles are dense in} $X$, we show that the graph $X$ is non-amenable if and only if the non-backtracking $n$-step transition probabilities decay exponentially fast. This is a partial generalization of the cogrowth criterion for regular graphs which comprises the original cogrowth criterion for finitely generated groups of Grigorchuk and Cohen.