characteristic function

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

• The indicator function of a subset, that is the function $$$$

\mathbf{1}_A\colon X \to \{0, 1\},

which for a given subset A of X, has value 1 at points of A and 0 at points of X − A.

• The characteristic function in convex analysis, closely related to the indicator function of a set: $$$$

\chi_A (x) := \begin{cases}

0, & x \in A; \\ + \infty, &

x \not \in A.

\end{cases}

• 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: $$$$

\varphi_X(t) = \operatorname{E}\left(e^{itX}\right),

where $\backslash operatorname\{E\}$ 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.