Concept

Characteristic function

Summary
In mathematics, the term "characteristic function" can refer to any of several distinct concepts: The indicator function of a subset, that is the function which for a given subset A of X, has value 1 at points of A and 0 at points of X − A. There is an indicator function for affine varieties over a finite field: given a finite set of functions let be their vanishing locus. Then, the function acts as an indicator function for . If then , otherwise, for some , we have , which implies that , hence . The characteristic function in convex analysis, closely related to the indicator function of a set: 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: where denotes expected value. For multivariate distributions, the product tX is replaced by a scalar product of vectors. The characteristic function of a cooperative game in game theory. The characteristic polynomial in linear algebra. The characteristic state function in statistical mechanics. The Euler characteristic, a topological invariant. The receiver operating characteristic in statistical decision theory. The point characteristic function in statistics.
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.