UNIFORM BOUNDS FOR EXPRESSIONS INVOLVING MODIFIED BESSEL FUNCTIONS

被引:8
|
作者
Gaunt, Robert E. [1 ]
机构
[1] Univ Oxford, Dept Stat, 24-29 St Giles, Oxford OX1 3LB, England
来源
基金
英国工程与自然科学研究理事会;
关键词
Modified Bessel functions; INEQUALITIES;
D O I
10.7153/mia-19-74
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we obtain uniform bounds for a number of expressions that involve 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.
引用
收藏
页码:1003 / 1012
页数:10
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