@article{bpy99z, title = {{Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions}}, author = {Philippe Biane and Jim Pitman and Marc Yor}, journal = {Bull. Amer. Math. Soc.}, pages = {435-465}, volume = 38, year = 2001, url = {http://www.ams.org/journal-getitem?pii=S0273-0979-01-00912-0}, arxiv = {math.PR/9912170}, mrnumber = {MR1848256}, znumber = {01663205}, bibnumber = {105}, mrclass = {11M06 (11K99 60E07 60J65)}, abstract = {This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. These laws are related to one-dimensional Brownian motion and to higher dimensional Bessel processes. We present some characterizations of these probability laws, and some approximations of Riemann's zeta function which are related to these laws.}, biburl = {http://www.bibsonomy.org/bibtex/2b439417f19ee3152968e5e713b5a6d39/pitman}, keywords = {Jacobi_theta_function Dept_Statistics_Berkeley Dept_Mathematics_Berkeley author_Pitman__Jim Riemmann_zeta_function Brownian_excursions} }