Inequalities for integrals of modified Bessel functions and expressions involving them

DOI10.1016/J.JMAA.2018.02.003MaRDI QIDQ1754572zbMATH OpenOpenAlexFDO

Authors Robert E. Gaunt

Publication date 31 May 2018

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1708.06205

zbMATH Keywords

inequalityintegralmodified Bessel function

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Abstract: Simple inequalities are established for some integrals involving the modified Bessel functions of the first and second kind. In most cases, we show that we obtain the best possible constant or that our bounds are tight in certain limits. We apply these inequalities to obtain uniform bounds for several expressions involving integrals of modified Bessel functions. Such expressions occur in Stein's method for variance-gamma approximation, and the results obtained in this paper allow for technical advances in the method. We also present some open problems that arise from this research.

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Cited in

(18)

• Bounds for an integral involving the modified Struve function of the first kind
• scientific article; zbMATH DE number 5608429 (Why is no real title available?)
• Optimal variance-Gamma approximation on the second Wiener chaos
• Inequalities for the modified Bessel function of the second kind and the kernel of the Krätzel integral transformation
• Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I
• Convexity of ratios of the modified Bessel functions of the first kind with applications
• Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances
• Bounds for an integral of the modified Bessel function of the first kind and expressions involving it
• Bounds for confluent Horn function Φ2 deduced by McKay Iν Bessel law
• Bounds for an integral involving the modified lommel function of the first kind
• Bounds for modified Lommel functions of the first kind and their ratios
• Inequalities for some integrals involving modified Lommel functions of the first kind
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• Uniform bounds for expressions involving modified Bessel functions
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• Inequalities for integrals of the modified Struve function of the first kind. II.
• Inequalities for integrals of the modified Struve function of the first kind
• The basic distributional theory for the product of zero mean correlated normal random variables

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