Put and . Since
a steepest-descent curve through the saddle point lies in
The saddle is cubic rather than simple:
Thus the curves meet the origin in the three descent directions for which is negative real,
One curve is the negative real axis , . The other two are conjugate curves with and . Near the origin, , while for the defining equation gives , so . Their three asymptotes are therefore
Use the real integral representation of the modified Bessel function of the second kind
The unique stationary point is the strict maximum
The Laplace approximation is consequently
For fixed , as ,
Substitution gives the required large-order asymptotic of the modified Bessel function of the second kind:

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