Kolmogorov Distribution

A continous CDF:

K(t):={∑k=−∞∞(−1)ke−2k2t2t>00t≤0K(t):= \begin{cases}\sum_{k=-\infty}^{\infty}(-1)^k e^{-2 k^2 t^2} & t>0 \\ 0 & t \leq 0\end{cases}