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arXiv · 2609.06748

Random walk and Weber-Schafheitlin integral: generalizations and discussion

O. I. Marichev·E. L. Shishkina
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Abstract

This paper presents a study of the Weber-Schafheitlin integral and its connections to random walk theory. The Weber-Schafheitlin integral, defined as the improper integral of a product of Bessel functions, arises naturally in the evaluation of probability distributions for multidimensional random walks. This work bridges pure special function theory with applied probability.

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O. I. Marichev, E. L. Shishkina. 2026-09-06. Random walk and Weber-Schafheitlin integral: generalizations and discussion. https://arxiv.org/abs/2609.06748

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