Random walk and Weber-Schafheitlin integral: generalizations and discussion
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.
math.PR↗