Probability theory and stochastic processes Concept
Characteristic function
Summary
The characteristic function of a real random variable is the function . It is the Fourier transform of the law of , and it exists for every random variable. The node characteristic function gives the precise definition.
Where this leads
5 pages build on this one.
Further reading
About this page
| Tag | 0V5B6D6BQH |
|---|---|
| URI | m2://0V5B6D6BQH |
| Aliases | characteristic-function-of-random-variable |
| Kind | concept |
| Writing | W1 stated |
| MSC | 60E10 |
| Same as |
Markdown · JSON · Edit on GitHub
What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
The writing levels say how complete the text of a page is. They do not measure its truth.