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Uniform bounds for some expressions involving modified Bessel functions

Abstract:
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.
Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author

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Role:
Editor
Role:
Editor
Role:
Editor
Publisher:
Element Publisher's website
Journal:
Mathematical Inequalities and Applications Journal website
Publication date:
2016-07-01
Acceptance date:
2016-02-09
ISSN:
1331-4343
Keywords:
Pubs id:
pubs:607455
UUID:
uuid:898add73-3c80-46d7-9a2e-3830a20de9db
Local pid:
pubs:607455
Source identifiers:
607455
Deposit date:
2016-03-03

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