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

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Biane, P.; Pitman, J.; Yor, M.;
(1999)
  • Subject: 60E07 | Mathematics - Probability | Mathematics - Classical Analysis and ODEs | 11M06 | 60J65

This 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... View more
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