I have came across a function, written as M(u,v,phi), where it is defined as: $$ = 1/2 \pi * \int_0^\infty e^{(u \cos(\theta)} * e^{(v \cos(2(\theta + \phi)} d(\theta) $$
To my knowledge, this M(.,.,.) function presents properties related to the Bessel functions, where M(u,0,phi) = I_0(u) , and M(0,v,phi) = I_0(v). and I_0(.) is the modified Bessel function of the first kind and order zero.
My wonders are whether is there any resource I can read to get to deal with this function; What is it ? How to Integrate it ? Any more information or references would be useful.
Thank You in Advance,
I guess this "sort" of functions gives some generalization of modified Bessel functions.
"Sort", because I'm not sure that you copied it correctly: guess the limits of the integral should be slightly different (maybe $\int_0^{\frac{\pi}{2}}\cdot \ \mathrm d\theta$).
Anyways, I you are interested in different modifications of Bessel functions then you should resort to so table of integrals and special functions handbooks, like:
And many, many more.