Some Darling-Siegert relationships connected with random flights

DOI10.1016/J.SPL.2008.08.002MaRDI QIDQ1003432zbMATH OpenOpenAlexFDO

Authors Valentina Cammarota, A. Lachal, Enzo Orsingher

Publication date 4 March 2009

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

Full work available at URL https://arxiv.org/abs/0911.5519

zbMATH Keywords

identities for random walksintegrals of Bessel functions

Mathematics Subject Classification ID

Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Sums of independent random variables; random walks (60G50)

Abstract: We derive in detail four important results on integrals of Bessel functions from which three combinatorial identities are extracted. We present the probabilistic interpretation of these identities in terms of different types of random walks, including asymmetric ones. This work extends the results of a previous paper concerning the Darling-Siegert interpretation of similar formulas emerging in the analysis of random flights.

Review text

The present note presents four integral identities for Bessel functions by means of series expansion and explicit calculation. These identities are used to derive (in principle known and easily obtainable) identities for particular classes of random walks.

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Cites work

• A Darling-Siegert formula relating some Bessel integrals and random walks
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 819734 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Random flights in higher spaces
• The First Passage Problem for a Continuous Markov Process

Cited in

(2)

• A Darling-Siegert formula relating some Bessel integrals and random walks
• Branching exponential flights: travelled lengths and collision statistics

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