An asymptotic expansion for a sum of modified Bessel functions with quadratic argument

We examine the sum of modified Bessel functions with argument depending quadratically on the summation index given by \[S_\nu(a)=\sum_{n\geq 1} (\frac{1}{2} an^2)^{-\nu} K_\nu(an^2)\qquad (|\arg\,a|<\pi/2)\] as the parameter $|a|\to 0$. It is shown that the positive real $a$-axis is a Stokes line, where an infinite number of increasingly subdominant exponentially small terms present in the asymptotic expansion undergo a smooth, but rapid, transition as this ray is crossed. Particular attention is devoted to the details of the expansion on the Stokes line as $a\to 0$ through positive values. Numerical results are presented to support the asymptotic theory.