Characteristic function: Difference between revisions

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::<math>\varphi_X(t) = \operatorname{E}\left(e^{itX}\right),</math>
:where <math>\operatorname{E}</math> denotes [[expected value]]. For [[Joint probability distribution|multivariate distributions]], the product ''tX'' is replaced by a [[scalar product]] of vectors.
* The characteristic function of a [[Cooperative game theory|cooperative game]] in [[game theory]].
* The [[characteristic polynomial]] in [[linear algebra]].
* The [[characteristic state function]] in [[statistical mechanics]].