Computation of the Circular Error Probability Integral

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1991

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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.

The integral occurs in the evaluation of communication and radar signals, and other statistical applications.

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