Characteristic Functions
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Characteristic Functions
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_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''. * 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, 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\left(e^\right), where \operatorname 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 ...
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Mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), Mathematical analysis, analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics). Mathematics involves the description and manipulation of mathematical object, abstract objects that consist of either abstraction (mathematics), abstractions from nature orin modern mathematicspurely abstract entities that are stipulated to have certain properties, called axioms. Mathematics uses pure reason to proof (mathematics), prove properties of objects, a ''proof'' consisting of a succession of applications of in ...
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Scalar Product
In mathematics, the dot product or scalar productThe term ''scalar product'' means literally "product with a scalar as a result". It is also used for other symmetric bilinear forms, for example in a pseudo-Euclidean space. Not to be confused with scalar multiplication. is an algebraic operation that takes two equal-length sequences of numbers (usually coordinate vectors), and returns a single number. In Euclidean geometry, the dot product of the Cartesian coordinates of two vectors is widely used. It is often called the inner product (or rarely the projection product) of Euclidean space, even though it is not the only inner product that can be defined on Euclidean space (see ''Inner product space'' for more). It should not be confused with the cross product. Algebraically, the dot product is the sum of the products of the corresponding entries of the two sequences of numbers. Geometrically, it is the product of the Euclidean magnitudes of the two vectors and the cosine of the ...
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Decision Theory
Decision theory or the theory of rational choice is a branch of probability theory, probability, economics, and analytic philosophy that uses expected utility and probabilities, probability to model how individuals would behave Rationality, rationally under uncertainty. It differs from the Cognitive science, cognitive and Behavioural sciences, behavioral sciences in that it is mainly Prescriptive economics, prescriptive and concerned with identifying optimal decision, optimal decisions for a rational agent, rather than Descriptive economics, describing how people actually make decisions. Despite this, the field is important to the study of real human behavior by Social science, social scientists, as it lays the foundations to Mathematical model, mathematically model and analyze individuals in fields such as sociology, economics, criminology, cognitive science, moral philosophy and political science. History The roots of decision theory lie in probability theory, developed by Blai ...
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Receiver Operating Characteristic
A receiver operating characteristic curve, or ROC curve, is a graph of a function, graphical plot that illustrates the performance of a binary classifier model (can be used for multi class classification as well) at varying threshold values. ROC analysis is commonly applied in the assessment of diagnostic test performance in clinical epidemiology. The ROC curve is the plot of the true positive rate (TPR) against the false positive rate (FPR) at each threshold setting. The ROC can also be thought of as a plot of the statistical power as a function of the Type I Error of the decision rule (when the performance is calculated from just a sample of the population, it can be thought of as estimators of these quantities). The ROC curve is thus the sensitivity as a function of false positive rate. Given that the probability distributions for both true positive and false positive are known, the ROC curve is obtained as the cumulative distribution function (CDF, area under the probability ...
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Topology
Topology (from the Greek language, Greek words , and ) is the branch of mathematics concerned with the properties of a Mathematical object, geometric object that are preserved under Continuous function, continuous Deformation theory, deformations, such as Stretch factor, stretching, Torsion (mechanics), twisting, crumpling, and bending; that is, without closing holes, opening holes, tearing, gluing, or passing through itself. A topological space is a Set (mathematics), set endowed with a structure, called a ''Topology (structure), topology'', which allows defining continuous deformation of subspaces, and, more generally, all kinds of List of continuity-related mathematical topics, continuity. Euclidean spaces, and, more generally, metric spaces are examples of topological spaces, as any distance or metric defines a topology. The deformations that are considered in topology are homeomorphisms and Homotopy, homotopies. A property that is invariant under such deformations is a to ...
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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 space's shape or structure regardless of the way it is bent. It is commonly denoted by \chi (Greek alphabet, Greek lower-case letter chi (letter), chi). The Euler characteristic was originally defined for polyhedron, polyhedra and used to prove various theorems about them, including the classification of the Platonic solids. It was stated for Platonic solids in 1537 in an unpublished manuscript by Francesco Maurolico. Leonhard Euler, for whom the concept is named, introduced it for convex polyhedra more generally but failed to rigorously prove that it is an invariant. In modern mathematics, the Euler characteristic arises from homology (mathematics), homology and, more abstractly, homological algebra. Polyhedra The Euler characteristic was ...
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Statistical Mechanics
In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. Sometimes called statistical physics or statistical thermodynamics, its applications include many problems in a wide variety of fields such as biology, neuroscience, computer science Computer science is the study of computation, information, and automation. Computer science spans Theoretical computer science, theoretical disciplines (such as algorithms, theory of computation, and information theory) to Applied science, ..., information theory and sociology. Its main purpose is to clarify the properties of matter in aggregate, in terms of physical laws governing atomic motion. Statistical mechanics arose out of the development of classical thermodynamics, a field for which it was successful in explaining macroscopic physical properties—such as temperature, pressure, and heat capacity—in terms of microscop ...
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Characteristic State Function
The characteristic state function or Massieu's potential "Massieu's potentials ..are directly recovered as logarithms of partition functions." in statistical mechanics refers to a particular relationship between the partition function of an ensemble. In particular, if the partition function ''P'' satisfies :P = \exp(- \beta Q) \Leftrightarrow Q=-\frac \ln(P) or P = \exp(+ \beta Q) \Leftrightarrow Q=\frac \ln(P) in which ''Q'' is a thermodynamic quantity, then ''Q'' is known as the "characteristic state function" of the ensemble corresponding to "P". Beta refers to the thermodynamic beta. Examples *The microcanonical ensemble satisfies \Omega(U,V,N) = e^ \;\, hence, its characteristic state function is TS. *The canonical ensemble satisfies Z(T,V,N) = e^ \,\; hence, its characteristic state function is the Helmholtz free energy A. *The grand canonical ensemble satisfies \mathcal Z(T,V,\mu) = e^ \,\; , so its characteristic state function is the Grand potential \Phi. *Th ...
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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 matrix (mathematics), matrices. Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is fundamental in modern presentations of geometry, including for defining basic objects such as line (geometry), lines, plane (geometry), planes and rotation (mathematics), rotations. Also, functional analysis, a branch of mathematical analysis, may be viewed as the application of linear algebra to Space of functions, function spaces. Linear algebra is also used in most sciences and fields of engineering because it allows mathematical model, modeling many natural phenomena, and computing efficiently with such models. For nonlinear systems, which cannot be modeled with linear algebra, it is often used for dealing with first-order a ...
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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 characteristic polynomial of an endomorphism of a finite-dimensional vector space is the characteristic polynomial of the matrix of that endomorphism over any basis (that is, the characteristic polynomial does not depend on the choice of a basis). The characteristic equation, also known as the determinantal equation, is the equation obtained by equating the characteristic polynomial to zero. In spectral graph theory, the characteristic polynomial of a graph is the characteristic polynomial of its adjacency matrix. Motivation In linear algebra, eigenvalues and eigenvectors play a fundamental role, since, given a linear transformation, an eigenvector is a vector whose direction is not changed by the transformation, and the correspondi ...
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Game Theory
Game theory is the study of mathematical models of strategic interactions. It has applications in many fields of social science, and is used extensively in economics, logic, systems science and computer science. Initially, game theory addressed two-person zero-sum games, in which a participant's gains or losses are exactly balanced by the losses and gains of the other participant. In the 1950s, it was extended to the study of non zero-sum games, and was eventually applied to a wide range of Human behavior, behavioral relations. It is now an umbrella term for the science of rational Decision-making, decision making in humans, animals, and computers. Modern game theory began with the idea of mixed-strategy equilibria in two-person zero-sum games and its proof by John von Neumann. Von Neumann's original proof used the Brouwer fixed-point theorem on continuous mappings into compact convex sets, which became a standard method in game theory and mathematical economics. His paper was f ...
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Cooperative Game Theory
In game theory, a cooperative game (or coalitional game) is a game with groups of players who form binding “coalitions” with external enforcement of cooperative behavior (e.g. through contract law). This is different from non-cooperative games in which there is either no possibility to forge alliances or all agreements need to be self-enforcing (e.g. through credible threats). Cooperative games are analysed by focusing on coalitions that can be formed, and the joint actions that groups can take and the resulting collective payoffs. Mathematical definition A cooperative game is given by specifying a value for every coalition. Formally, the coalitional game consists of a finite set of players N , called the ''grand coalition'', and a ''characteristic function'' v : 2^N \to \mathbb from the set of all possible coalitions of players to a set of payments that satisfies v( \emptyset ) = 0 . The function describes how much collective payoff a set of players can gain by ...
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