Speaker: Robert Gaunt (University of Manchester)
Title: Inequalities for integrals involving modified Bessel functions with applications
Abstract: In this talk, I will provide an overview of recent research concerning thederivation of upper and lower bounds for some integrals involving modified Bessel functions. In particular, I will discuss recent attempts to obtain a bound that is in a sense best possible. These bounds are required in the development of the probabilistic tool Stein's method in the context of variance-gamma approximation, and I will provide a brief summary of this connection. I will also show how these bounds on the integrals lead to sharp bounds on ratios of modified Struve functions of the first kind in terms of modified Bessel functions, allowing for cheap derivations of sharp bounds for modified Struve functions of the first kind.
Place: https://ucf.zoom.us/j/94399944324
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