Bounds for an integral of the modified Bessel function of the first kind and expressions involving it
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Abstract: Simple upper and lower bounds are obtained for the integral , , , . Most of our bounds for this integral are tight as . We apply one of our inequalities to bound some expressions involving this integral. Two of these expressions appear in Stein's method for variance-gamma approximation, and our bounds will allow for a technical advancement to be made to the method.
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Cited in
(10)- Bounds for Jaeger integrals
- Bounds for confluent Horn function Φ2 deduced by McKay Iν Bessel law
- Uniform bounds for expressions involving modified Bessel functions
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- Inequalities for integrals of modified Bessel functions and expressions involving them
- Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances
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