Uniform bounds for some expressions involving modified Bessel functions
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.
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| Format: | Journal article |
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2016
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| Summary: | 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. |
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