Integral of Bessel function multiplied by exp
From: Peter Trifonov (pvtrifonov_at_mail.ru)
Date: 06/17/04
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Date: 16 Jun 2004 23:06:20 -0700
Hello everyone,
does anybody know how to compute analytically (at least,
approximately)
such integral
\int_0^y exp(-a*x)*I_0(sqrt(b*x))dx,
where I_0 is the modified 0-th order Bessel function of the first
kind?
In fact, I need to compute
\int_0^y ...\int_0^y
exp(-a*(x_1+...+x_n))*I_0(sqrt(x_1*x_2))*...*I_0(sqrt(x_{n-1}*x_n))dx_n...dx_1,
where n is **very** big number.
Many thanks in advance.
With best regards,
P. Trifonov
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