Error bound for the asymptotic expansion of the Hartman-Watson integral
Error bound for the asymptotic expansion of the Hartman-Watson integral ArXiv ID: 2504.04992 “View on arXiv” Authors: Unknown Abstract This note gives a bound on the error of the leading term of the $t\to 0$ asymptotic expansion of the Hartman-Watson distribution $θ(r,t)$ in the regime $rt=ρ$ constant. The leading order term has the form $θ(ρ/t,t)=\frac{“1”}{“2πt”}e^{"-\frac{1"}{“t”} (F(ρ)-π^2/2)} G(ρ) (1 + \vartheta(t,ρ))$, where the error term is bounded uniformly over $ρ$ as $|\vartheta(t,ρ)|\leq \frac{“1”}{“70”}t$. ...