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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 (mathematics), set ''A'' is a subset of a set ''B'' if all Element (mathematics), 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 ...
, that is the
function Function or functionality may refer to: Computing * Function key, a type of key on computer keyboards * Function model, a structured representation of processes in a system * Function object or functor or functionoid, a concept of object-oriente ...
::\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 In mathematics, particularly set theory, a finite set is a set that has a finite number of elements. Informally, a finite set is a set which one could in principle count and finish counting. For example, :\ is a finite set with five elements. Th ...
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 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 ...
in
convex analysis Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex minimization, a subdomain of optimization theory. Convex sets A subset C \subseteq X of s ...
, 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 o ...
, the
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_A\colon X \to \, :which for a given subset ''A'' of ''X'', has value 1 at points ...
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 i ...
on the
real line In elementary mathematics, a number line is a picture of a graduated straight line (geometry), 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 ...
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 l ...
. For multivariate distributions, the product ''tX'' is replaced by a
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 sometimes for other symmetric bilinear forms, for example in a pseudo-Euclidean space. is an algebra ...
of vectors. * The characteristic function of a
cooperative game Cooperative game may refer to: * Cooperative board game, board games in which players work together to achieve a common goal * Cooperative game theory, in game theory, a game with competition between groups of players and the possibility of cooperat ...
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 chara ...
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 matrices. ...
. * The
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 ense ...
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 be ...
. * 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 space ...
, a
topological In mathematics, topology (from the Greek words , and ) is concerned with the properties of a geometric object that are preserved under continuous deformations, such as stretching, twisting, crumpling, and bending; that is, without closing h ...
invariant. * The
receiver operating characteristic A receiver operating characteristic curve, or ROC curve, is a graphical plot that illustrates the diagnostic ability of a binary classifier system as its discrimination threshold is varied. The method was originally developed for operators of ...
in statistical
decision theory Decision theory (or the theory of choice; not to be confused with choice theory) is a branch of applied probability theory concerned with the theory of making decisions based on assigning probabilities to various factors and assigning numerical ...
. * The point characteristic function in
statistics Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...
.


References

{{Set index article, mathematics