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For questions about integral transforms, inlcuding the Fourier transform, Laplace transform, Radon transform, Mellin transform, Hankel transform etc.

0 votes
2 answers
561 views

Closed form for double integral?

I have the following double integral: $\int\limits_0^x {\int\limits_0^y {{e^{ - {K_1}(u + v)}}{I_0}\left( {2{K_1}\sqrt {uv} } \right)dudv} }$ where $K_1$ is a constant. Do you have any ideas of gettin …
BinhDDT's user avatar
  • 173
2 votes
Accepted

Closed form for double integral?

I found the solution from a reference paper, which is: A Double Integral Containing the Modified Bessel Function: Asymptotics and Computation. http://www.ams.org/journals/mcom/1986-47-176/S0025-5718- …
BinhDDT's user avatar
  • 173
1 vote

Integral involving exponential and Marcum-Q function

$\begin{array}{l} I = \int\limits_0^\infty {{e^{ - a{x^2}}}Q\left( {bx,cx} \right)dx} \\ = \sum\limits_{k = 0}^\infty {{{\left( {\frac{b}{c}} \right)}^k}\int\limits_0^\infty {{e^{ - \left( {a + \f …
BinhDDT's user avatar
  • 173
2 votes
2 answers
897 views

Integral involving exponential and Marcum-Q function

Do you have any suggestions to solve the following integral: $\int\limits_0^\infty {{e^{ - a{x^2}}}{Q_1}\left( {bx,cx} \right)dx}$ Thank you very much.
BinhDDT's user avatar
  • 173