Uniform bounds for expressions involving modified Bessel functions
Classical Analysis and ODEs
2017-03-21 v4
Abstract
In this paper, we obtain uniform bounds for a number of expressions that involve derivatives and integrals of modified Bessel functions. These uniform bounds are motivated by the need to bound such expressions in the study of variance-gamma and product normal approximations via Stein's method.
Cite
@article{arxiv.1309.4309,
title = {Uniform bounds for expressions involving modified Bessel functions},
author = {Robert E. Gaunt},
journal= {arXiv preprint arXiv:1309.4309},
year = {2017}
}
Comments
8 pages. Final version. To appear in Mathematical Inequalities & Applications