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.
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.
| Original language | English |
|---|---|
| Pages (from-to) | 1003-1012 |
| Journal | Mathematical Inequalities and Applications |
| Volume | 19 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Jul 2016 |