Definition:Characteristic Function

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Definition

A characteristic function is a member of the class of functions which in some way allows one to sum up a number of characteristics of a particular mathematical object.


Disambiguation

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Characteristic Function may refer to:

Set theory

Characteristic Function of Set

Let $E \subseteq S$.

The characteristic function of $E$ is the function $\chi_E: S \to \set {0, 1}$ defined as:

$\map {\chi_E} x = \begin {cases} 1 & : x \in E \\ 0 & : x \notin E \end {cases}$

That is:

$\map {\chi_E} x = \begin {cases} 1 & : x \in E \\ 0 & : x \in \relcomp S E \end {cases}$

where $\relcomp S E$ denotes the complement of $E$ relative to $S$.


Characteristic Function of Relation

The concept of a characteristic function of a subset carries over directly to relations.


Let $\RR \subseteq S \times T$ be a relation.

The characteristic function of $\RR$ is the function $\chi_\RR: S \times T \to \set {0, 1}$ defined as:

$\map {\chi_\RR} {x, y} = \begin {cases} 1 & : \tuple {x, y} \in \RR \\ 0 & : \tuple {x, y} \notin \RR \end{cases}$


It can be expressed in Iverson bracket notation as:

$\map {\chi_\RR} {x, y} = \sqbrk {\tuple {x, y} \in \RR}$


More generally, let $\ds \mathbb S = \prod_{i \mathop = 1}^n S_i = S_1 \times S_2 \times \ldots \times S_n$ be the cartesian product of $n$ sets $S_1, S_2, \ldots, S_n$.

Let $\RR \subseteq \mathbb S$ be an $n$-ary relation on $\mathbb S$.

The characteristic function of $\RR$ is the function $\chi_\RR: \mathbb S \to \set {0, 1}$ defined as:

$\map {\chi_\RR} {s_1, s_2, \ldots, s_n} = \begin {cases} 1 & : \tuple {s_1, s_2, \ldots, s_n} \in \RR \\ 0 & : \tuple {s_1, s_2, \ldots, s_n} \notin \RR \end {cases}$


It can be expressed in Iverson bracket notation as:

$\map {\chi_\RR} {s_1, s_2, \ldots, s_n} = \sqbrk {\tuple {s_1, s_2, \ldots, s_n} \in \RR}$


Probability theory

Characteristic Function of Random Variable

Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.

Let $X$ be a real-valued random variable on $\struct {\Omega, \Sigma, \Pr}$.


The characteristic function of $X$ is the mapping $\phi: \R \to \C$ defined by:

$\map \phi t = \expect {e^{i t X} }$

where:

$i$ is the imaginary unit
$\expect \cdot$ denotes expectation.


Also see