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mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, the term "characteristic function" can refer to any of several distinct concepts: * The
indicator function In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , one has \mathbf_(x)=1 if x\i ...
of a
subset In mathematics, set ''A'' is a subset of a set ''B'' if all elements of ''A'' are also elements of ''B''; ''B'' is then a superset of ''A''. It is possible for ''A'' and ''B'' to be equal; if they are unequal, then ''A'' is a proper subset of ...
, that is the function ::\mathbf_A\colon X \to \, :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 In mathematics, a finite field or Galois field (so-named in honor of Évariste Galois) is a field that contains a finite number of elements. As with any field, a finite field is a set on which the operations of multiplication, addition, subtr ...
: given a finite set of functions f_\alpha \in \mathbb_q _1,\ldots,x_n/math> let V = \left\ be their vanishing locus. Then, the function P(x) = \prod\left(1 - f_\alpha(x)^\right) acts as an indicator function for V. If x \in V then P(x) = 1, otherwise, for some f_\alpha, we have f_\alpha(x) \neq 0, which implies that f_\alpha(x)^ = 1, hence P(x) = 0. * The characteristic function in convex analysis, closely related to the indicator function of a set: *:\chi_A (x) := \begin 0, & x \in A; \\ + \infty, & x \not \in A. \end * In
probability theory Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set ...
, the characteristic function of any
probability distribution In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon ...
on the
real line In elementary mathematics, a number line is a picture of a graduated straight line that serves as visual representation of the real numbers. Every point of a number line is assumed to correspond to a real number, and every real number to a po ...
is given by the following formula, where ''X'' is any
random variable A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the po ...
with the distribution in question: *:\varphi_X(t) = \operatorname\left(e^\right), *:where \operatorname denotes
expected value In probability theory, the expected value (also called expectation, expectancy, mathematical expectation, mean, average, or first moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean of a ...
. For multivariate distributions, the product ''tX'' is replaced by a scalar product of vectors. * The characteristic function of a cooperative game in
game theory Game theory is the study of mathematical models of strategic interactions among rational agents. Myerson, Roger B. (1991). ''Game Theory: Analysis of Conflict,'' Harvard University Press, p.&nbs1 Chapter-preview links, ppvii–xi It has appli ...
. * The
characteristic polynomial In linear algebra, the characteristic polynomial of a square matrix is a polynomial which is invariant under matrix similarity and has the eigenvalues as roots. It has the determinant and the trace of the matrix among its coefficients. The c ...
in
linear algebra Linear algebra is the branch of mathematics concerning linear equations such as: :a_1x_1+\cdots +a_nx_n=b, linear maps such as: :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrice ...
. * The characteristic state function in
statistical mechanics In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic b ...
. * The
Euler characteristic In mathematics, and more specifically in algebraic topology and polyhedral combinatorics, the Euler characteristic (or Euler number, or Euler–Poincaré characteristic) is a topological invariant, a number that describes a topological spac ...
, a topological invariant. * The
receiver operating characteristic A receiver operating characteristic curve, or ROC curve, is a graph of a function, graphical plot that illustrates the diagnostic ability of a binary classifier system as its discrimination threshold is varied. The method was originally develope ...
in statistical decision theory. * The point characteristic function in
statistics Statistics (from German: '' Statistik'', "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, indust ...
.


References

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