Referees are taught a basic diagonal run to try and maximize the coverage on the field. The fundamental rule is from corner to corner, where the corners are the ones not covered by the Assistant Referee's. This gives two pairs of eyes looking in on the action no matter which side of the field they play is on.
Of course this is not a hard and fast rule. There are times when getting down the field ASAP trumps any diagonal considerations. On a break, for example.
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