I need to do this integral:
$\int_0^{\infty} p^2 e^{-\beta\sqrt{p^2+1}} \, dp$
($\beta > 0$)
Any technique how to do this integral? (apparently not possible in closed form) or at least produce the result as a rapidly converging series.
A closely related formula (just a Gaussian integral):
$\int_0^{\infty} p^2 e^{-\beta p^2 } \, dp = \frac{\sqrt{\pi }}{4 \beta ^{3/2}}$
and on the other hand:
$\int_0^{\infty} p^2 e^{-\beta p } \, dp = \frac{2}{\beta^3}$
Progress 1: So, intuition tells that for $\beta\to 0$ the integral behaves like $\beta^{-3}$ and for $\beta\to\infty$ as $\beta^{-3/2}$.
Progress 2: From related texts in the field I am getting the hint that it maybe expressable in terms of a modified Bessel function $K_2$.
Progress 3 (solution): From experimenting with Bessel functions I get that
$\int_0^{\infty} p^2 e^{-\beta\sqrt{p^2+1}} \, dp = K_2(\beta)/\beta$
I'll still accept an answer with the derivation