An asymptotic for the K-Bessel function using the saddle-point method

Abstract

Using the saddle-point method, we compute an asymptotic, as $y \rightarrow \infty$, for the $K$-Bessel function $K_{r + i t}(y)$ with positive, real argument $y$ and of large complex order $r+it$ where $r$ is bounded and $t = y \sin \theta$ for a fixed parameter $0\leq \theta\leq \pi/2$ or $t= y \cosh \mu$ for a fixed parameter $\mu>0$. Our method gives an illustrative proof, using elementary tools, of this known result and explains how these asymptotics come about. As part of our proof, we prove a new result, namely a novel integral representation for $K_{r + i t}(y)$ in the case $t= y \cosh \mu$. This integral representation involves only one saddle point.