On Lerch's transcendent and the Gaussian random walk

DOI10.1214/105051606000000781zbMath1219.60046arXivmath/0703908OpenAlexW2162438975MaRDI QIDQ2455051

Augustus J. E. M. Janssen, Johan S. H. van Leeuwaarden

Publication date: 22 October 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703908

zbMATH Keywords

Riemann zeta functionLerch's transcendentGaussian random walkSpitzer's identityall-time maximumEuler-Maclaurin summation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) (zeta (s)) and (L(s, chi)) (11M06) Euler-Maclaurin formula in numerical analysis (65B15) Analytic continuation of functions of one complex variable (30B40)

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