The law of the maximum of a Bessel bridge (Q1298340)

Let \(M_\delta\) be the maximum of a standard Bessel bridge of dimension \(\delta\). A series formula for \(P(M_\delta\leq a)\) due to Gikhman and Kiefer for \(\delta= 1,2,\dots\) is shown to be valid for all real \(\delta>0\). Various other characterizations of the distribution of \(M_\delta\) are given, including formulae for its Mellin transform, which is an entire function. The asymptotic distribution of \(M_\delta\) is described both as \(\delta\to \infty\) and as \(\delta\downarrow \infty\).