Computation of the Circular Error Probability Integral

Abstract

This note describes a simplified derivation of the representation of the circular error probability (CEP) integral, which is the integral over a disk centered at the origin of a zero mean two dimensional Gaussian random variable, as a one-dimensional integral. In addition, a rapidly converging series expression is derived for the CEP.<P>The integral occurs in the evaluation of communication and radar signals, and other statistical applications.