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Thank you. Can you kindly point to me the reference of the asymptotics for H(,)? I couldn't find anything for negative non-integer $\lambda$. Would really appreciate your help.
Thank you Carlo. Why does the $a_1$ term diverge as $e^{\frac{x^2}{2}}$? From en.wikipedia.org/wiki/… it seems that it should diverge as $e^{x^2}$? Also why does the $a_2$ term diverge as $e^{x^2}$? I couldn't find any pointers for this. I really appreciate your help!!
You are exactly right. I had a typo. It should be that $y_0$ is on interval $[-a,\infty)$. In fact I had checked this inequality by plotting it. I'm sure the statement is true, but I don't know how to prove.