Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function

ABSTRACT

The Laplace transforms of the transition probability density and distribution functions of the Feller process contain products of a Kummer and a Tricomi confluent hypergeometric function. The intricacies caused by the singularity at 0 of the Feller process imply that ultimately seven new inverse Laplace transforms can be derived of which four contain the Marcum Q function. The results of this paper together with a scarcely used link between the Marcum and Nuttall Q functions also provide two alternative proofs for an existing identity involving two Marcum Q functions with reversed arguments. The paper also expands the existing expression for the Marcum Q function with identical arguments and order 1. In particular, the new formula applies to all integer and fractional values of the order and is expressed in terms of the generalized hypergeometric function.