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erfc

erfc, the complementary error function, is a special function in mathematics related to the error function erf. It is defined for real x by erfc(x) = 1 - erf(x) = (2/√π) ∫_x^∞ e^{-t^2} dt. For complex arguments, erfc(z) = 1 - erf(z) and can be represented by the same integral along appropriate contours. The function is real-valued for real x, with 0 ≤ erfc(x) ≤ 2, and satisfies erfc(-x) = 2 - erfc(x). It decreases monotonically from erfc(-∞) = 2 to erfc(∞) = 0. Its derivative is erfc'(x) = - (2/√π) e^{-x^2}.

Asymptotically, for large x > 0, erfc(x) ~ (e^{-x^2})/(x√π) [1 - 1/(2x^2) + 3/(4x^4) - ...]. The relation to the Gaussian distribution

Erfc is an entire function of complex variable and satisfies the differential equation d/dx erfc(x) = - (2/√π)

Applications include solutions to the heat equation, diffusion processes, probability and statistics, and Gaussian integrals in

is
given
by
Q-function:
Q(x)
=
(1/2)
erfc(x/√2),
which
describes
the
upper
tail
probability
of
the
standard
normal
distribution.
e^{-x^2}.
It
is
often
computed
via
numerical
methods
using
either
its
integral
definition,
its
asymptotic
expansions,
or
built-in
library
routines
in
scientific
computing
languages
(for
example,
erfc
in
C/C++,
Python,
and
MATLAB).
A
related
scaled
form
erfcx(z)
=
e^{z^2}
erfc(z)
is
used
to
improve
numerical
stability.
physics.