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characteristic function |
Also found in: Wikipedia | 0.26 sec. |
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characteristic function [‚kar·ik·tə′ris·tik ′fəŋk·shən] (mathematics) The function χAdefined for any subsetAof a set by setting χA(x) = 1 ifxis inAand χA= 0 ifxis not inA. Also known as indicator function. (physics) A function, such as the point characteristic function or the principal function, which is the integral of some property of an optical or mechanical system over time or over the path followed by the system, and whose value for a path actually followed by a system is a maximum or a minimum with respect to nearby paths with the same end points. (statistics) A function that uniquely defines a probability distribution; it is equal to √(2π) times the Fourier transform of the frequency function of the distribution.
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