Probabilistic Multiple-Integral Evaluation of Odd Dirichlet Beta and Even Zeta Functions and Proof of Digamma-Trigamma Reflections

The aim of this work was to construct explicit expressions for the summation of Dirichlet Beta functions with odd arguments and Zeta functions with even arguments. In the established literature, this is typically done using Fourier series expansions or Bernoulli numbers and polynomials. Here, instead, we achieve our goal by employing tools from probability: specifically, we introduce a generalisation of a technique based on multiple integrals and the algebra of random variables. This also allows us to increase the number of nested integrals and Cauchy random variables involved. Another key contribution is that, by generalising the exponent of Cauchy random variables, we obtain an original proof of the reflection formulae for the Digamma and Trigamma functions. These probabilistic proofs crucially utilise the Mellin transform to compute the integrals needed to determine probability density functions. It is noteworthy that, while understanding the presented topic requires knowledge of the rules for calculating multiple integrals (Fubini’s Theorem) and the algebra of continuous random variables, these are concepts commonly acquired by second-year university students in STEM disciplines. Our study thus offers new perspectives on how the mathematical functions considered relate and shows the significant role of probabilistic methods in promoting comprehension of this research area, in a way accessible to a broad and non-specialist audience.