A Darling-Siegert formula relating some Bessel integrals and random walks (Q2373653)

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A Darling-Siegert formula relating some Bessel integrals and random walks
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    A Darling-Siegert formula relating some Bessel integrals and random walks (English)
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    16 July 2007
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    The authors discuss in detail the formula \[ \sum_{k=0}^{r}\Big({2k+m \atop k+m}\Big)\,\Big({2r-2k+m \atop r-k+m}\Big)\,\frac{1}{k+m+1}=\frac{1}{m+1}\,\Big({2r+2m+1 \atop r+2m+1}\Big), \eqno (1) \] for \(m=0,1,\ldots\) which appears in the study of random flights in the space \(\mathbb{R}^4\). They give a probabilistic interpretation of this formula and provide a combinatorial proof of it. Several other results concerning sums as in the left hand side of (1) are given.
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    Bessel functions
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    first-passage time
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    combinatorial identities
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    binomial sums
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    maximal distributions
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    first returns to the origin
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    random flights
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