New representations and bounds for the generalized marcum Q-function via a geometric approach, and an application

The generalized Marcum Q-function of order m, Q<sub>m</sub>(a, b), is interpreted geometrically as the probability of a 2m-dimensional, real, Gaussian random vector Z<sub>2m</sub>, whose mean vector has a Frobenius norm of a, lying outside of a hyperball B<sub>O,b</sub> <sup>2m</sup> of 2m dimensions, with radius b, and centered at the origin O. Based on this new geometric view, some new representations and closed-form bounds are derived for Q<sub>m</sub>(a, b). For the case that m is an odd multiple of 0.5, a new closed-form representation is derived, which involves only simple exponential and ERFC functions. For the case that m is an integer, a pair of new, finite-integral representations for Q<sub>m</sub>(a, b) is derived. Some generic exponential bounds and ERFC bounds are also derived by computing the probability of Z<sub>2m</sub> lying outside of various bounding geometrical shapes whose surfaces tightly enclose, or are tightly enclosed by the surface of B<sub>O,b</sub> <sup>2m</sup>. These bounding shapes consist of an arbitrarily large number of parts. As their closeness of fit with B<sub>O,b</sub> <sup>2m</sup> improves, our generic bounds approach the exact value of Q<sub>m</sub>(a, b). The function Q<sub>m</sub>(a, b) is proved to be an increasing function of its order when 2m is a positive integer. Thus, Q<sub>m+0.5</sub>(a, b) and Q<sub>m-0.5</sub>(a, b) can be used as tight upper and lower bounds, respectively, on Q<sub>m</sub>(a,b). Their average is a good approximation to Q<sub>m</sub>(a, b). An application of our new representations and bounds is also given.

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