The generalized Marcum function of the second kind: monotonicity patterns and tight bounds

DOI10.1016/J.CAM.2020.113093MaRDI QIDQ2196063zbMATH OpenOpenAlexFDO

Authors Árpád Baricz, Nitin Bisht, Sanjeev Singh, V. Antony Vijesh

Publication date 28 August 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2020.113093

zbMATH Keywords

Other functions defined by series and integrals, Bessel and Airy functions, cylinder functions, Detection theory in information and communication theory, Communication theory,Monotonic functions, generalizations

Mathematics Subject Classification ID

Monotonic functions, generalizations (26A48) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Other functions defined by series and integrals (33E20) Detection theory in information and communication theory (94A13)

Review text

In the present study, the authors established a detailed analysis (monotonicity, convexity, recurrence relation, closed form expression and tight bounds) of a new special function which called as the generalized Marcum function of the second kind, which is an analogous survival (or reliability) function to the so-called generalized Marcum \(Q\)-function or the generalized Marcum function of the first kind (the survival function of the non-central chi distribution). The main difference between these two generalized Marcum functions is that they involve the modified Bessel functions of the first and second kind. In this paper authors are going to see how far the properties of the generalized Marcum function of the first kind may be extended to apply to the generalized Marcum function of the second kind. These two (linearly independent) special functions have similar properties, however in case of the generalized Marcum function of the second kind they need a little bit more technical analysis in order to prove our main results.

Recommendations

• Bounds for the generalized Marcum function of the second kind
• Functional inequalities and bounds for the generalized Marcum function of the second kind
• Tight bounds for the generalized Marcum Q-function
• Bounds for the generalized Marcum \(Q\)-function
• Monotonicity properties and bounds for the chi-square and gamma distributions

Cites work

• A modified Bessel distribution of the second kind
• Bessel functions and the infinite divisibility of the Student \(t\)-distribution
• Bounds for modified Bessel functions of the first and second kinds
• Bounds for ratios of modified Bessel functions and associated Turán-type inequalities
• Bounds for Turánians of modified Bessel functions
• Geometrically concave univariate distributions
• scientific article; zbMATH DE number 48232 (Why is no real title available?)
• Inequalities for the generalized Marcum \(Q\)-function
• Log-concave probability and its applications
• Logconcavity versus logconvexity: A complete characterization
• Monotonicity of the Zeros of a Cross-Product of Bessel Functions
• New Bounds for the Generalized Marcum $Q$-Function
• New bounds for the Marcum Q-function
• NIST handbook of mathematical functions
• On Turán type inequalities for modified Bessel functions
• Some integrals involving the<tex>Q_M</tex>function (Corresp.)
• The asymptotic and numerical inversion of the Marcum Q-function

Cited in

(9)

• Functional inequalities and bounds for the generalized Marcum function of the second kind
• Bounds for the generalized Marcum function of the second kind
• Monotonicity properties and bounds for the chi-square and gamma distributions
• On the Monotonicity of the Generalized Marcum and Nuttall ${Q}$-Functions
• Asymptotic and numerical aspects of the generalized Marcum function of the second kind
• Integral and series representations of the Nuttall function
• Monotonicity rules for the ratio of power series with applications
• The ratio of the generalized Marcum functions of the first and second kind: monotonicity and bounds
• Tight bounds for the generalized Marcum Q-function

Describes a project that uses

Uses Software

• DLMF

This page was built for publication: The generalized Marcum function of the second kind: monotonicity patterns and tight bounds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2196063)