Small-\(t\) expansion for the Hartman-Watson distribution
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Publication:2065487
DOI10.1007/s11009-020-09827-5zbMath1492.60039arXiv2001.09579OpenAlexW3092470148MaRDI QIDQ2065487
Publication date: 7 January 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.09579
Probability distributions: general theory (60E05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Numerical approximation and evaluation of special functions (33F05)
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