error function
The error function is defined as follows:
The complementary error function is defined as
The name “error function” comes from the role that these functions play in the theory of the normal random variable. It is also worth noting that the error function is a special case of the confluent hypergeometric functions and of the Mittag-Leffler function
.
Note. By Cauchy integral theorem (http://planetmath.org/SecondFormOfCauchyIntegralTheorem), the choice path of integration in the definition of is irrelevant since the integrand is an entire function. In the definition of , the path may be taken to be a half-line parallel to the positive real axis with endpoint .