2
$\begingroup$

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!

$\endgroup$

1 Answer 1

3
$\begingroup$

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)

$\endgroup$
2
  • $\begingroup$ 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
    May 26, 2016 at 18:08
  • 2
    $\begingroup$ here's your chance to define and name this generalization! $\endgroup$ May 26, 2016 at 21:04

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.