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.
机构:
MGR Knowledge City, Chennai Ctr Soc Elect Transact & Secur, Indian Stat Inst, CIT Campus, Chennai 600113, Tamil Nadu, IndiaObuda Univ, Inst Appl Math, H-1034 Budapest, Hungary
Ponnusamy, Saminathan
Singh, Sanjeev
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机构:
Indian Inst Technol Madras, Dept Math, Chennai 600036, Tamil Nadu, IndiaObuda Univ, Inst Appl Math, H-1034 Budapest, Hungary