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arXiv · 1309.4309

Uniform bounds for expressions involving modified Bessel functions

Robert E. Gaunt
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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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Robert E. Gaunt. 2013-09-17. Uniform bounds for expressions involving modified Bessel functions. https://arxiv.org/abs/1309.4309

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