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Some Darling-Siegert relationships connected with random flights

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  • Cammarota, V.
  • Lachal, A.
  • Orsingher, E.

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 from the analysis of random flights.

Suggested Citation

  • Cammarota, V. & Lachal, A. & Orsingher, E., 2009. "Some Darling-Siegert relationships connected with random flights," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 243-254, January.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:2:p:243-254
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    1. De Gregorio, A. & Orsingher, E., 2007. "A Darling-Siegert formula relating some Bessel integrals and random walks," Statistics & Probability Letters, Elsevier, vol. 77(7), pages 667-680, April.
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