Joint densities for random walks in the plane

We point out the existence of computationally convenient techniques for calculating the joint probability density for the position of a Pearson random walk after n steps. A new Fourier-Bessel function expansion for p_n(r, θ) is developed for this purpose which does not require radial symmetry, but does require that p_n(r, θ) = 0 when r exceeds some maximum radius, R.