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词条 Characteristic function
释义

  1. References

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

  • The indicator function, 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:[1] 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 E means 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.

References

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1 : Set indices on mathematics

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