Today I came across the integral

$\int_a^\infty e^{-bx} I_n(x) dx$

where $I_n$ is the modified Bessel function of the first kind. There is a solution for $a=0$, provided in Gradshteyn and Ryzhik, but I am afraid no closed-form solution exists otherwise. Correct me if I am wrong!

whichfunctions? – Yemon Choi Sep 28 '11 at 20:50