## On the computation of certain integrals containing the modified Bessel function $I_{0}(\xi )$

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- by Keith R. Lassey PDF
- Math. Comp.
**39**(1982), 625-637 Request permission

## Abstract:

Efficient stratagems are developed for numerically evaluating one- and two-dimensional integrals over*x, y*with integrand $\exp ( - x - y){I_0}(2\sqrt {pxy} )$. The integrals are expressed in terms of convergent series, which exhibit the correct limiting behavior, and which can be evaluated recursively. The performances of these stratagems are compared with numerical integration.

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## Additional Information

- © Copyright 1982 American Mathematical Society
- Journal: Math. Comp.
**39**(1982), 625-637 - MSC: Primary 65D20
- DOI: https://doi.org/10.1090/S0025-5718-1982-0669654-6
- MathSciNet review: 669654