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Given the integral: $$I(s)=\int_{-a}^a e^{s cos(t)}dt$$ is it possible to find an expansion of $I(s)$ using the Watson's lemma?

Thanks in advance.

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This is not in the right form for Watson's lemma, but then, this looks a lot like homework, voting to close. – Igor Rivin Feb 14 2012 at 18:35

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