Content deleted Content added
No edit summary |
No edit summary |
||
Line 8:
* In probability theory, the [[characteristic function (probability theory)|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:
::<math>\varphi_X(t) = \operatorname{E}\left(e^{itX}\right),</math>
:where E means 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.
| |||