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In mathematics, '''characteristic function''' can refer to any of several distinct concepts:
 
*  As a synonym for [[indicator function]], that is the function
::<math>\mathbf{1}_A\colon X \to \{0, 1\},</math>
:which for a given subset ''A'' of ''X'', has value 1 at points of ''A'' and 0 at points of ''X''&nbsp;&minus;&nbsp;''A''.
 
* In probability theory, the [[characteristic function (probability theory) | characteristic function]] of any probability distribution on the real line is given by the following formula, where ''X'' is any random variable with the distribution in question:
::<math>\varphi_X(t) = \operatorname{E}\left(e^{itX}\right)</math>,
:where E means expected value. This concept extends to multivariate distributions.
 
* The [[characteristic function (convex analysis) | characteristic function]] in convex analysis:
::<math>\chi_{A} (x) := \begin{cases} 0, & x \in A; \\ + \infty, & x \not \in A. \end{cases}</math>
 
* The [[characteristic state function]] in statistical mechanics.
 
* The [[characteristic polynomial]] in linear algebra.
 
* The [[Euler characteristic]], a topological invariant.
 
* The [[cooperative game]] in game theory.
 
* The [[Receiver operating characteristic]] in statistical decision theory.
 
{{disambig}}
{{DEFAULTSORT:Characteristic Function}}
[[Category:Mathematical disambiguation]]

Revision as of 21:40, 22 July 2013

In mathematics, characteristic function can refer to any of several distinct concepts:

1A:X{0,1},
which for a given subset A of X, has value 1 at points of A and 0 at points of X − A.
  • In probability theory, the characteristic function of any probability distribution on the real line is given by the following formula, where X is any random variable with the distribution in question:
φX(t)=E(eitX),
where E means expected value. This concept extends to multivariate distributions.
χA(x):={0,xA;+,x∉A.

Template:Disambig