Uniform bounds for expressions involving modified Bessel functions

Published 17 Sep 2013 in math.CA | (1309.4309v4)

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.

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Authors (1)

Robert E. Gaunt

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