Characteristic function (probability theory)

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Properties

Continuous function Measure Uniformly continuous Hermitian Even

28 related topics

Uses

Continuity theorem Independent Dirac delta function Moment problem Cauchy distribution

16 related topics

Generalizations

Random elements Continuous dual Random vector Transpose Random matrix

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Characteristic function of a random variable with values in a locally compact Abelian group

Abelian group Character group

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Generalizations

Properties

Continuous function
Measure Measure (mathematics)
Uniformly continuous Uniform continuity
Hermitian Hermitian function
Even Even and odd functions
One-to-one correspondence Bijection
Moments Moment (mathematics)
Smoothness Smoothness (probability theory)
Converges in distribution Convergence in distribution
Law of large numbers
Central limit theorem
Integrable Integrable function
Dot product
Radon–Nikodym derivative
Lebesgue measure
Continuity set
Continuity point Continuity point?action=edit&redlink=1
Lebesgue-integrable
Discrete random variable
Dirichlet integral
Convex linear combination Convex combination
Infinite product
Càdlàg
Bochner’s theorem Bochner's theorem
Positive definite Positive-definite function
Pólya George Pólya
Hermite polynomial Hermite polynomials
Convex Convex function

Uses

Continuity theorem Lévy continuity theorem
Independent Statistical independence
Dirac delta function
Moment problem
Cauchy distribution
Differentiable Differentiable function
Gaussian distribution
Cumulant generating function
Cumulants Cumulant
Stable distribution
Maximum likelihood
Empirical characteristic function
Time series
Generative adversarial networks
Gamma distribution
Shape parameter

Entire characteristic functions

Analytic continuation

Characteristic function of a random variable with values in a locally compact Abelian group

Related concepts

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