OFFSET
0,1
COMMENTS
This number is the limiting expected overshoot over a boundary for the sum of independent and identically distributed normal variables with unit variance, as their positive mean approaches zero. It has applications in sequential analysis.
LINKS
G. C. Greubel, Table of n, a(n) for n = 0..10000
Joseph T. Chang and Yuval Peres, Ladder heights, Gaussian random walks and the Riemann zeta function, Annals of Probability, 25(2) (1997) 787-802.
Alain Comtet and Satya N. Majumdar, Precise Asymptotics for a Random Walker’s Maximum, J. Stat. Mech. Theor. Exp. 06 (2005) P06013, arXiv:cond-mat/0506195 [cond-mat.stat-mech], 2005.
Hans J. H. Tuenter, Overshoot in the Case of Normal Variables: Chernoff's Integral, Latta's Observation and Wijsman's Sum, Sequential Analysis, 26(4) (2007) 481-488.
Robert A. Wijsman, Overshoot in the Case of Normal Variables, Sequential Analysis, 23(2):275-284, 2004.
EXAMPLE
0.58259715793901067020517716418763115472909387019865...
MAPLE
Digits:=100; evalf(-Zeta(1/2)/sqrt(2*Pi));
MATHEMATICA
RealDigits[-Zeta[1/2]/Sqrt[2*Pi], 10, 100][[1]] (* G. C. Greubel, Mar 27 2018 *)
PROG
(PARI) -zeta(1/2)/sqrt(2*Pi) \\ Charles R Greathouse IV, Mar 10 2016
CROSSREFS
KEYWORD
cons,nonn
AUTHOR
Hans J. H. Tuenter, Oct 27 2007
EXTENSIONS
More decimals from Vaclav Kotesovec, Mar 21 2016
STATUS
approved