Bounds for an integral of the modified Bessel function of the first kind and expressions involving it

DOI10.1016/J.JMAA.2021.125216zbMATH Open1478.33001arXiv2007.11300OpenAlexW3156210005MaRDI QIDQ2033162FDOQ2033162

Authors: Robert E. Gaunt 

Publication date: 14 June 2021

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

Abstract: Simple upper and lower bounds are obtained for the integral $in{t}_0^{x}mathrm{e}^{-gammat}{t}^u{I}_u(t),mathrmdt$, $x>0$, $u>-frac12$, $0<gamma<1$. Most of our bounds for this integral are tight as $xightarrowinfty$. 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.

Full work available at URL: https://arxiv.org/abs/2007.11300

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zbMATH Keywords

inequalityintegralmodified Bessel function

Mathematics Subject Classification ID

Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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Cited In (10)

• Bounds for an integral involving the modified Struve function of the first kind
• Inequalities for integrals of modified Bessel functions and expressions involving them
• On an Electrostatic Problem and a New Class of Exceptional Subdomains of \(\mathbb{R}^3\)
• Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Uniform bounds for expressions involving modified Bessel functions
• Bounds for Jaeger integrals

Uses Software

• Digital Library of Mathematical Functions

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