Integral representation of Bessel function $K_v(y) = \frac{1}{2} \int_{0}^{\infty} t^{v-1} \text{exp}(-\frac{1}{2}y(t+t^{-1}))\text{d}t$.

Question

How does one find the following representation of the bessel function $K_v(y)$: $$K_v(y) = \frac{1}{2} \int_{0}^{\infty} t^{v-1} \exp \left(-\frac{1}{2}y\left(t+t^{-1}\right) \right)\,\mathrm{d}t.$$ I have seen many different integral presentations in different sources but couldn't find a proof for this one.

Answer 1

I have seen many different integral presentations in different sources

Hint: In that case, let $t=e^u,$ maybe it will jog your memory$\ldots$ ;-$)$