To calculate a p.d.f. of a r.v., I need to integral a product of two bessel function as(adsbygoogle = window.adsbygoogle || []).push({});

[tex]\mathcal{L}^{-1} \left( abs^2 K_n( \sqrt{as}) K_n( \sqrt{bs} ) \right)[/tex]

where [tex]\mathcal{L}^{-1}[/tex] is the inverse Laplace transform.

I think some properties about the bessel function can solve this integral, but I cannot find it. So, plz help me.

Thank you very much.

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# A problem about integral of modified bessel function

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