First but not least, I am not interested in an algorithm for finding the smallest circle enclosing N points in the plane!
Given a normal distribution of N points on a plane, centered on origo, and with the same standard deviation vertically and horizontally, can the expected radius of the smallest enclosing circle then be described by a closed expression?
Deducing the probability function for the radius is way beyond my math level, and it has so far proven just as hard to find online. That's why I try my luck here.