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7 Error Functions, Dawson’s and Fresnel IntegralsNotation

§7.1 Special Notation

(For other notation see Notation for the Special Functions.)

x real variable.
z complex variable.
n nonnegative integer.
δ arbitrary small positive constant.
γ Euler’s constant (§5.2(ii)).

Unless otherwise noted, primes indicate derivatives with respect to the argument.

The main functions treated in this chapter are the error function erf⁡z; the complementary error functions erfc⁡z and w⁡(z); Dawson’s integral F⁡(z); the Fresnel integrals ℱ⁡(z), C⁡(z), and S⁡(z); the Goodwin–Staton integral G⁡(z); the repeated integrals of the complementary error function in⁢erfc⁡(z); the Voigt functions 𝖴⁡(x,t) and 𝖵⁡(x,t).

Alternative notations are

Q⁡(z)=12⁢erfc⁡(z/2), P⁡(z)=Φ⁡(z)=12⁢erfc⁡(−z/2), Erf⁡z=12⁢π⁢erf⁡z, Erfi⁡z=ez2⁢F⁡(z), C1⁡(z)=C⁡(2/π⁢z), S1⁡(z)=S⁡(2/π⁢z), C2⁡(z)=C⁡(2⁢z/π), S2⁡(z)=S⁡(2⁢z/π).

The notations P⁡(z), Q⁡(z), and Φ⁡(z) are used in mathematical statistics, where these functions are called the normal or Gaussian probability functions.