Characteristic function: Difference between revisions
Jump to navigation
Jump to search
imported>Giangiacomo Gerla mNo edit summary |
imported>Giangiacomo Gerla No edit summary |
||
Line 1: | Line 1: | ||
In [[set theory]], the '''characteristic function''' or '''indicator function''' of a [[subset]] ''X'' of a set ''X'' is the function, often denoted χ<sub>''A''</sub> or ''I''<sub>''A''</sub>, from ''S'' to the set {0,1} which takes the value 1 on elements of ''X'' and 0 otherwise. | |||
We can express elementary set-theoretic operations in terms of characteristic functions: | |||
*[[Empty set]]: <math>\chi_\emptyset = 0 ;\,</math> | |||
*[[Intersection]]: <math>\chi_{A \cap B} = \min\{\chi_A,\chi_B\} = \chi_A \cdot \chi_B ;\,</math> | |||
*[[Union]]: <math>\chi_{A \cup B} = \max\{\chi_A,\chi_B\} = \chi_A + \chi_B - \chi_A \cdot \chi_B ;\,</math> | |||
*[[Symmetric difference]]: <math>\chi_{A \bigtriangleup B} = \chi_A + \chi_B \pmod 2 ;\,</math> | |||
*[[Inclusion]]: <math>A \subseteq B \Leftrightarrow \chi_A \le \chi_B .\,</math> | |||
In [[mathematics]], '''''characteristic function''''' can refer to any of several distinct concepts: | In [[mathematics]], '''''characteristic function''''' can refer to any of several distinct concepts: | ||
* The [[characteristic function (convex analysis)|characteristic function]] in [[convex analysis]]: | * The [[characteristic function (convex analysis)|characteristic function]] in [[convex analysis]]: | ||
Line 21: | Line 28: | ||
* The [[cooperative game|characteristic function]] in [[game theory]]. | * The [[cooperative game|characteristic function]] in [[game theory]]. | ||
Revision as of 12:40, 10 January 2009
In set theory, the characteristic function or indicator function of a subset X of a set X is the function, often denoted χA or IA, from S to the set {0,1} which takes the value 1 on elements of X and 0 otherwise.
We can express elementary set-theoretic operations in terms of characteristic functions:
In mathematics, characteristic function can refer to any of several distinct concepts:
- In probability theory, the 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:
- where "E" means expected value. See characteristic function (probability theory).
- The characteristic function in game theory.