Some Expansion Associated with Bessel Functions

Some Integrals Involving Bessel Functions Some Integrals Involving Bessel Functions

A number of new definite integrals involving Bessel functions are presented. These have been derived by finding new integral representations for the product of two Bessel functions of different order and argument in terms of the generalized hypergeometric function with subsequent reduction to special cases. Connection is made with Weber's second exponential integral and Laplace transforms of pr...

Some Distributions Involving Bessel Functions

Some Processes Associated with Fractional Bessel Processes

Let B = {(B1 t , . . . , Bd t ) , t ≥ 0} be a d-dimensional fractional Brownian motion with Hurst parameter H and let Rt = √ (B1 t ) 2 + · · · + (Bd t )2 be the fractional Bessel process. Itô’s formula for the fractional Brownian motion leads to the equation Rt = ∑d i=1 ∫ t 0 Bi s Rs dBi s + H(d − 1) ∫ t 0 s2H−1 Rs ds . In the Brownian motion case (H = 1/2), Xt = ∑d i=1 ∫ t 0 Bi s Rs dBi s is a...

Bessel integrals in epsilon expansion: Squared spherical Bessel functions averaged with Gaussian power-law distributions

Keywords: Squared spherical Bessel functions Regularization of Hankel series Gaussian power-law densities Kummer distributions Airy approximation of Bessel integrals a b s t r a c t Bessel integrals of type R 1 0 k lþ2 e Àak 2 ÀðbþixÞk j 2 l ðpkÞdk are studied, where the squared spherical Bessel function j 2 l is averaged with a modulated Gaussian power-law density. These inte-grals define the ...

Some Inequalities for Modified Bessel Functions

We denote by Iν and Kν the Bessel functions of the first and third kind, respectively. Motivated by the relevance of the function wν t t Iν−1 t /Iν t , t > 0, in many contexts of applied mathematics and, in particular, in some elasticity problems Simpson and Spector 1984 , we establish new inequalities for Iν t /Iν−1 t . The results are based on the recurrence relations for Iν and Iν−1 and the ...