Consider the classic problem of evaluating the probability that one Ri
cian random variable exceeds another, possibly correlated, Rician rand
om variable. This probability is given by Stein [I] in terms of the Ma
rcum's Q-function, which requires numerical integration on the compute
r for its evaluation. To facilitate application in many digital commun
ication problems, we derive here tight upper and lower bounds on this
probability. The bounds are motivated by a classic result in communica
tion theory, namely, the error probability performance of binary ortho
gonal signaling over the Gaussian channel with unknown carrier phase.
Various applications of the bounds are reported, including the evaluat
ion of the bit error probabilities of MDPSK and MPSK with differential
detection and generalized differential detection, respectively. The b
ounds prove to be tight in all cases, Further applications will be rep
orted in the future.