Characteristic function (probability theory)Fourier transform of the probability density functionThe characteristic function of a uniform U(–1,1) random variable. This function is real-valued because it corresponds to a random variable that is symmetric around the origin; however characteristic functions may generally be complex-valued.In probability theory and statistics, the characteristic function of any real-valuedrandom variable completely defines its probability distribution.
Probability theoryProbability theory or probability calculus 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 of axioms.
Function (mathematics)Association of one output to each inputIn mathematics, a function from a setX to a set Y assigns to each element of X exactly one element of Y. The set X is called the domain of the function and the set Y is called the codomain of the function. Functions were originally the idealization of how a varying quantity depends on another quantity. For example, the position of a planet is a function of time.Iverson bracketIn mathematics, the Iverson bracket, named after Kenneth E. Iverson, is a notation that generalises the Kronecker delta, which is the Iverson bracket of the statement x = y. It maps any statement to a function of the free variables in that statement. This function is defined to take the value 1 for the values of the variables for which the statement is true, and takes the value 0 otherwise.
Probability spaceIn probability theory, a probability space or a probability triple(Ω,F,P){\displaystyle (\Omega ,{\mathcal {F}},P)} is a mathematical construct that provides a formal model of a random process or experiment.Dirichlet functionIn mathematics, the Dirichlet function is the indicator function 1 Q {\displaystyle \mathbf {1} _{\mathbb {Q} }} of the set of rational numbers Q {\displaystyle \mathbb {Q} } over the set of real numbers R {\displaystyle \mathbb {R} } , i.e. 1 Q ( x ) = 1 {\displaystyle \mathbf {1} _{\mathbb {Q} }(x)=1} for a real number x if x is a rational number and 1 Q ( x ) = 0 {\displaystyle \mathbf {1} _{\mathbb {Q} }(x)=0} if x is not a rational number (i.e. is an irrational number).
Indicator function (convex analysis)In the field of mathematics known as convex analysis, the indicator function of a set is a convex function that indicates the membership (or non-membership) of a given element in that set. It is similar to the indicator function used in probability, but assigns +∞{\displaystyle +\infty } instead of 0{\displaystyle 0} to the outside elements.
Set (mathematics)In mathematics, a set is a collection of different things; the things are called elements or members of the set and are typically mathematical objects: numbers, symbols, points in space, lines, other geometric shapes, variables, functions, or even other sets. Mathematics typically does not define precisely what constitutes a "set" or "collection", because such a definition would have to be in terms of something else previously defined.
SubsetIn mathematics, a setA is a subset of a set Bif and only 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 B. The relationship of one set being a subset of another is called inclusion (or sometimes containment). A is a subset of B may also be expressed as B includes (or contains) A or A is included (or contained) in B. A k-subset is a subset with k elements.
Real numberIn mathematics, a real number is a number that can be used to measure a continuous one-dimensionalquantity such as a length, duration or temperature. Here, continuous means that pairs of values can have arbitrarily small differences. Every real number can be almost uniquely represented by an infinite decimal expansion.
MathematicsMathematics is a field of knowledge concerned with abstract concepts such as numbers, geometric shapes, sets, functions, and probabilities. It uses logical reasoning and proof to study and establish their properties, often expressed as theorems, formulas, and equations. Mathematics is used to model and solve problems in science, engineering, technology, economics, and everyday life.
Rational numberIn mathematics, a rational number is a number that can be expressed as the quotient or fraction p q {\displaystyle {\tfrac {p}{q}}} of two integers, a numerator p and a nonzero denominator q. For example, 3 7 {\displaystyle {\tfrac {3}{7}}} is a rational number, as is every integer (for example, − 5 = − 5 1 {\displaystyle -5={\tfrac {-5}{1}}} ).*As an Amazon Associate I earn from qualifying purchases.