New derivation of Craig's formula for the Gaussianprobability function
K.V. Lever · Electronics Letters · 1998
The product of a sinusoidal random process and an independent Rayleigh process is known to produce a Gaussian process. The corresponding relationship between the respective probability density functions can be expressed via the Mellin convolution, and this yields a new derivation, together with a physical interpretation, of an alternative form of the Gaussian probability function Q(x).