JSTOR Daily

Some Definite Integrals of the Product of Two Bessel Functions of the Second Kind: (Order Zero)

Mathematics of Computation, Vol. 28, No. 126 (Apr., 1974), pp. 613-615 (7 pages) A new integral representation is derived for the expression $J_0(z)J_0(Z) + Y_0(z ...
IEEE

Rare-event simulations for exponential integrals of smooth Gaussian processes

Abstract: In this paper, we consider the rare-event simulation of integrals of exponential functions of smooth Gaussian random processes. In particular, we design importance sampling estimators that ...
Scientific Research Publishing

GRADSHTEYN I S, RYZHIK I M. Table of integrals, series, and products. San Diego, CA: Academic Press, 5th Ed., 1994.

ABSTRACT: Closed form expressions for the PDF and MGF of the harmonic mean of two independent exponential variates are cited and derived, and then applied to study the performance of cellular ...
IEEE

Numerical integration of Sommerfeld integrals based on singularity extraction techniques and double exponential-type quadrature formulas

Abstract: A direct integration algorithm for the evaluation of Sommerfeld integrals is presented. This algorithm does not require the deformation of the integration path to avoid spectral ...