Paper 3, Section II, E

Asymptotic Methods
Part II, 2017

Consider the integral representation for the modified Bessel function

I0(x)=12πiCt1exp[ix2(t1t)]dtI_{0}(x)=\frac{1}{2 \pi i} \oint_{C} t^{-1} \exp \left[\frac{i x}{2}\left(t-\frac{1}{t}\right)\right] d t

where CC is a simple closed contour containing the origin, taken anti-clockwise.

Use the method of steepest descent to determine the full asymptotic expansion of I0(x)I_{0}(x) for large real positive x.x .