Probability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions

dc.creatorBiane, P.
dc.creatorPitman, J.
dc.creatorYor, M.
dc.date1999-12-21
dc.date.accessioned2026-07-07T05:32:24Z
dc.date.available2026-07-07T05:32:24Z
dc.descriptionThis paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. These laws are related to one-dimensional Brownian motion and to higher dimensional Bessel processes. We present some characterizations of these probability laws, and some approximations of Riemann's zeta function which are related to these laws.
dc.descriptionLaTeX; 40 pages; review paper
dc.identifierhttps://arxiv.org/abs/math/9912170
dc.identifierhttp://arxiv.org/abs/math/9912170
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/79645
dc.subjectProbability
dc.subjectClassical Analysis and ODEs
dc.subject11M06; 60J65; 60E07
dc.titleProbability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions
dc.typetext

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