Watson's formula is an integral identity for Bessel functions. Let
be a Bessel function of the first kind,
a Bessel
function of the second kind, and
a modified
Bessel function of the first kind. Also let
and require
. Then
The fourth edition of Gradshteyn and Ryzhik (2000), Iyanaga and Kawada (1980), and Ito (1987) erroneously give the exponential with a plus sign. A related integral is given by
for .