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These laws are related to one-dimensional Brownian motion and to higher dimensional Bessel processes. The basic properties of the Riemann functions \\(\\zeta\\) and \\(\\xi\\) relevant for such construction follow from a representation of \\(\\xi\\) as the Mellin transform of a function involving derivatives of Jacobi's theta function. This function turns out to be the density of a probability distribution on the real line, which has deep connections with the theory of Brownian motion. The authors present some characterizations of the probability laws, and some approximations of Riemann's zeta function which are related to these laws.NEWLINENEWLINE As stated by the authors, the main purpose in the paper is to review this circle of ideas, with emphasis on the probabilistic interpretations of various functions which play an important role in analytic number theory.NEWLINENEWLINE After an introductory first section, Section 2 is devoted to the probabilistic interpretation of some classical analytic formulae, in Section 3 two infinitely divisible families are considered, and Section 4 deals with Brownian interpretations and Bessel processes. For the most part, the paper is a survey of known results, but those given in Section 5, dealing with the renormalization of the Riemann zeta function series, may be new. The procedures here are compared with other summation methods. 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