A Darling-Siegert formula relating some Bessel integrals and random walks

DOI10.1016/J.SPL.2006.09.013zbMATH Open1121.33003OpenAlexW2028754423MaRDI QIDQ2373653FDOQ2373653

Authors: Alessandro De Gregorio, Enzo Orsingher 

Publication date: 16 July 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.09.013

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zbMATH Keywords

Bessel functionscombinatorial identitiesrandom flightsfirst-passage timebinomial sumsmaximal distributionsfirst returns to the origin

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Gamma, beta and polygamma functions (33B15)

Cites Work

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• The First Passage Problem for a Continuous Markov Process

Cited In (1)

• Some Darling-Siegert relationships connected with random flights

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