Some Darling-Siegert relationships connected with random flights

Details Some Darling-Siegert relationships connected with random flights Some Darling-Siegert relationships connected with random flights

2009-11-29

arxiv.org/abs/0911.5519v2

Statist. Probab. Lett. 79 (2009), no. 2, 243--254

Mathematics

Probability

16 pages

Scientific paper

10.1016/j.spl.2008.08.002

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.

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