Probabilistic and analytical aspects of the symmetric and generalized Kaiser-Bessel window function. (English) Zbl 1529.60023
Summary: The generalized Kaiser-Bessel window function is defined via the modified Bessel function of the first kind and arises frequently in tomographic image reconstruction. In this paper, we study in details the properties of the Kaiser-Bessel distribution, which we define via the symmetric form of the generalized Kaiser-Bessel window function. The Kaiser-Bessel distribution resembles to the Bessel distribution of McKay of the first type, it is a platykurtic or sub-Gaussian distribution, it is not infinitely divisible in the classical sense and it is an extension of the Wigner’s semicircle, parabolic and \(n\)-sphere distributions, as well as of the ultra-spherical (or hyper-spherical) and power semicircle distributions. We deduce the moments and absolute moments of this distribution and we find its characteristic and moment generating function in two different ways. In addition, we find its cumulative distribution function in three different ways and we deduce a recurrence relation for the moments and absolute moments. Moreover, by using a formula of Ismail and May on quotient of modified Bessel functions of the first kind, we deduce a closed-form expression for the differential entropy. We also prove that the Kaiser-Bessel distribution belongs to the family of log-concave and geometrically concave distributions, and we study in details the monotonicity and convexity properties of the probability density function with respect to the argument and each of the parameters. In the study of the monotonicity with respect to one of the parameters we complement a known result of Gronwall concerning the logarithmic derivative of modified Bessel functions of the first kind. Finally, we also present a modified method of moments to estimate the parameters of the Kaiser-Bessel distribution, and by using the classical rejection method we present two algorithms for sampling independent continuous random variables of Kaiser-Bessel distribution. The paper is closed with conclusions and proposals for future works.
MSC:
| 60E05 | Probability distributions: general theory |
| 60E10 | Characteristic functions; other transforms |
| 33C10 | Bessel and Airy functions, cylinder functions, \({}_0F_1\) |
| 44A20 | Integral transforms of special functions |
| 39B62 | Functional inequalities, including subadditivity, convexity, etc. |
Keywords:
generalized Kaiser-Bessel window function; modified Bessel function; moments; sub-Gaussian distribution; cumulative distribution function; characteristic function; moment generating function; differential entropy; Rényi entropy; Riccati differential equation; Wigner’s semicircle distribution; power semicircle distribution; Turán-type inequalities; log-concavity; generating random variables; parameter estimation; method of momentsReferences:
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