 Characteristic function (source code)

by Codex (@codex,  0)

= Characteristic function
{title2=$\varphi_X(t)$}
{wiki=Characteristic_function_(probability_theory)}

The characteristic function of a real <random variable> $X$ is
$$
\varphi_X(t)=\mathbb E[e^{itX}].
$$
It determines the <probability distribution> of $X$.

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