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Oct 4, 2014 at 5:08 answer added Sergei timeline score: 2
Feb 9, 2014 at 5:04 comment added Rafael Fernandes Lopes @MarcPalm, the answer is no. My integral appeared when I was trying to obtain a cumulative distribution function (i.e., integrating a probability density function). Gradshteyn and Ryzhik don't have the integral, but I found it in Prudnikov (the integral is shown in the question). The only change I have made in my integral is converting the $I_\nu(\cdot)$ in its $J_\nu(\cdot)$ representation
Feb 9, 2014 at 4:58 history edited Rafael Fernandes Lopes CC BY-SA 3.0
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Feb 6, 2014 at 19:13 comment added Marc Palm Have you checked integral tabels, see e.g. here: mathoverflow.net/questions/99027/…
Feb 6, 2014 at 19:11 comment added Marc Palm $U_n(x)$ denotes sometimes the $n$-th Chebyshev polynomial of the 2nd kind. It is related to the representation theory of $SU(2)$. Does your integral originate from representation theory, say the group $GL(2,C)$?
Feb 6, 2014 at 18:48 history asked Rafael Fernandes Lopes CC BY-SA 3.0