characteristic function

The term 'characteristic function' has various meanings in different branches of mathematics, ranging from set theory to probability theory.

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Definition

C1Set Theory

(technical, academic)A function that takes the value 1 for elements in a specific subset and 0 for elements not in the subset.

Example

  • The characteristic function of the set of even numbers assigns 1 to even numbers and 0 to odd numbers.

C2Probability Theory

(technical, academic)A complex-valued function that uniquely defines the probability distribution of a random variable.

Example

  • The characteristic function of a normal distribution helps in analyzing its properties.

C2Game Theory

(technical, academic)A function that assigns a value to each subset of players, representing the maximum payoff achievable by that subset without cooperation from others.

Example

  • In cooperative games, the characteristic function determines the value of different coalitions.

C2Convex Analysis

(technical, academic)A function that takes the value 0 if an element is in a set and infinity if it is not.

Similar

Terms that have similar or relatively close meanings to "characteristic function":

characteristic polynomial