Numerical evaluation of the K-Bessel function by saddlepoint integration

摘要

A probability distribution that has gained particular attention in the modeling of non-gaussian phenomenon is the K-distribution. Because of its widespread use in radar and underwater acoustics a method for calculating the distribution that is both easy and efficient is required. The paper presents a method for calculating the K-distribution (in particular the K-Bessel function) using saddlepoint integration.