Functional inequalities for modified Bessel functions

DOI10.1016/J.EXMATH.2011.07.001MaRDI QIDQ654960zbMATH OpenOpenAlexFDO

Authors Árpád Baricz, Saminathan Ponnusamy, M. Vuorinen

Publication date 28 December 2011

Published in Expositiones Mathematicae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.4814

convexity functional inequalities gamma-gamma distribution geometrical convexity log-convexity modified Bessel functions Turán-type inequality

Mathematics Subject Classification ID

Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Functional inequalities, including subadditivity, convexity, etc. (39B62)

Abstract: In this paper our aim is to show some mean value inequalities for the modified Bessel functions of the first and second kinds. Our proofs are based on some bounds for the logarithmic derivatives of these functions, which are in fact equivalent to the corresponding Tur'an type inequalities for these functions. As an application of the results concerning the modified Bessel function of the second kind we prove that the cumulative distribution function of the gamma-gamma distribution is log-concave. At the end of this paper several open problems are posed, which may be of interest for further research.

Review text

Denote by \(I_{\nu}\) and \(K_{\nu}\) the modified Bessel functions of the first and second kind of real order \(\nu\). The authors prove the following results: Theorem 1. The following assertions are true: {\parindent=7mm \begin{itemize}\item[(a)]\(u \mapsto uI'_{\nu}/I^2_{\nu}\) is strictly decreasing on \((0,\infty)\) for all \(\nu \geq 1\); \item[(b)]\(u \mapsto uI_{\nu}/I^2_{\nu}\) is strictly increasing on \((0,\infty)\) for all \(\nu > -1\); \item[(c)]\(u \mapsto \sqrt{u}I_{\nu}\) is strictly log-concave on \((0,\infty)\) for all \(\nu \geq 1/2\); \item[(d)]\(u \mapsto u^2I'_{\nu}/I^2_{\nu}\) is strictly increasing on \((0,\infty)\) for all \(\nu \geq \nu_0\), where \(\nu_0\) is the positive root of the cubic equation \(8\nu^3-9\nu^2-2\nu-1=0\). \end{itemize}} In particular, for all \(u_1, u_2>0\) and \(\nu \geq \nu_0\) the following chain of inequalities holds: \[ \begin{multlined} \frac{2I_{\nu}(u_1)I_{\nu}(u_2)}{I_{\nu}(u_1)+I_{\nu}(u_2)}\leq I_{\nu}\Big(\frac{2u_1u_2}{u_1+u_2}\Big)\\ \leq I_{\nu}(\sqrt{u_1u_2}) \leq \sqrt{I_{\nu}(u_1)I_{\nu}(u_2)}\leq \sqrt{\frac{u_1+u_2}{2\sqrt{u_1u_2}}}\cdot I_{\nu}\Big(\frac{u_1+u_2}{2}\Big).\end{multlined} \] Theorem 2. The following assertions are true: {\parindent=7mm \begin{itemize}\item[(a)]\(u \mapsto K'_{\nu}/K^2_{\nu}\) is strictly decreasing on \((0,\infty)\) for all \(|\nu| \geq 1\); \item[(b)]\(u \mapsto K'_{\nu}/K_{\nu}\) is strictly increasing on \((0,\infty)\) for all \(\nu\in \mathbb R\); \item[(c)]\(u \mapsto uK'_{\nu}/K_{\nu}\) is strictly decreasing on \((0,\infty)\) for all \(\nu\in \mathbb R\); \item[(d)]\(u \mapsto uK'_{\nu}\) is strictly increasing on \((0,\infty)\) for all \(\nu\in \mathbb R\); \item[(e)]\(u \mapsto u^2K'_{\nu}\) is strictly increasing on \((0,\infty)\) for all \(|\nu|\geq 5/4\); \item[(f)]\(u \mapsto u^2K'_{\nu}\) is strictly increasing on \((2,\infty)\) for all \(\nu \in \mathbb R\). \end{itemize}} In particular, for all \(u_1, u_2>0\) and \(|\nu| \geq 1\) the following chain of inequalities holds: \[ \begin{multlined} \frac{2K_{\nu}(u_1)K_{\nu}(u_2)}{K_{\nu}(u_1)+K_{\nu}(u_2)}\leq K_{\nu}\Big(\frac{u_1+u_2}{2}\Big)\\ \leq \sqrt{K_{\nu}(u_1)K_{\nu}(u_2)}\leq K_{\nu}(\sqrt{u_1u_2})\leq \frac{K_{\nu}(u_1)+K_{\nu}(u_2)}{2}. \end{multlined} \] Furthermore, the convexity of modified Bessel functions with respect to power mean is investigated. Application to the log-concavity of the gamma-gamma distribution is then presented together with some open problems.

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