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A problem about integral of modified bessel function

  1. Apr 17, 2008 #1
    To calculate a p.d.f. of a r.v., I need to integral a product of two bessel function as

    [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.
  2. jcsd
  3. Jul 29, 2008 #2
    I am looking for the inverse laplace transform of modified Bessel functions, could you please help me?.
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