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arXiv 1708.06205math.CA
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修正Bessel函数的积分不等式及包含它们的表达式

Inequalities for integrals of modified Bessel functions and expressions involving them

Robert E. Gaunt

摘要:

对涉及第一类和第二类修正Bessel函数的积分建立了简单的不等式。在大多数情况下,我们表明,我们获得了最好的可能常数或我们的边界是紧在某些限制。我们应用这些不等式,以获得统一的界限,几个表达式涉及修改贝塞尔函数的积分。这样的表达式发生在Stein的方差-伽马近似的方法,本文中得到的结果允许该方法的技术进步。我们还提出了一些开放的问题,从这项研究中出现的。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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