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I am wondering whether anyone knows the following integration has a named special function or a reference

$$ F_{a,b}(z) :=\frac{2}{\sqrt{\pi}} \int_0^z \text{erf}(a+b y)\: e^{-y^2} \text{d}y $$

for $a,b, z\in \mathbb{R}$. We are in particular interested in the case when $a\ne 0$.

This function is well defined. Actually it is not hard to see that it satisfies the following bound

$$ |F_{a,b}(z)|\le \text{erf}(|z|). $$

Thanks for any reference and help!

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For $a=0$ it reduces to Owen's T-function:

$$\frac{2}{\sqrt{\pi}} \int_0^z \text{erf}(b y)\: e^{-y^2} \text{d}y=4T\left(\sqrt{2} \,b z,1/b\right)+\text{erf}\,(z) \,\text{erf}\,(b z)-\frac{2}{\pi}\, \text{arccot}\, b$$

(here's an amusing commentary by a Mathematica developer on this somewhat obscure function)

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  • $\begingroup$ Dear Professor Carlo Beenakker, I do need the case when $a\ne 0$. I am wondering whether there is a generalized Owen's T function? Thanks! $\endgroup$
    – Anand
    Commented May 26, 2016 at 18:08
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    $\begingroup$ here's your chance to define and name this generalization! $\endgroup$ Commented May 26, 2016 at 21:04

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