Concepedia

Characteristic Functions

Characteristic Function is a complex-valued function defined on the real line that uniquely determines the probability distribution of a random variable through the Fourier transform of its distribution.

5.1K

Publications

243.5K

Citations

6K

Authors

2K

Institutions

Publications per year

2017–2026

444

Variants

Characteristic Function

Parents

Children

Publications

5.1K

<i>Theory of Ordinary Differential Equations</i>

Earl A. Coddington, Norman Levinson, T. Teichmann · Physics Today · 1956 · 6.3K citations

, , +6

A Treatise on the Theory of Bessel Functions

H. T. Davis, G. N. Watson · National Mathematics Magazine · 1944 · 5.4K citations

, , +10

Distribution functions in physics: Fundamentals

Mark Hillery, R. F. O’Connell, Marlan O. Scully et al. · Physics Reports · 1984 · 2.9K citations

, , +12

ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS

Herbert A. Simon · Biometrika · 1955 · 2.5K citations

, , +5

Option valuation using the fast Fourier transform

Peter Carr, Dilip B. Madan · The Journal of Computational Finance · 1999 · 2.3K citations

, , +17

1–5 of 5.1K

Authors

6K

  1. HM
    H. M. Srivastava

    University of Victoria, Canada

    43 publications · 1.7K citations

    24

    h-index

  2. JP
    Jonathan P. Keating

    University of Bristol, United Kingdom

    20 publications · 1.9K citations

    18

    h-index

  3. JE
    J. E. Littlewood

    Science Oxford, United Kingdom

    18 publications · 1.4K citations

    16

    h-index

  4. BA
    Basem Aref Frasin

    Al al-Bayt University, Jordan

    13 publications · 352 citations

    12

    h-index

  5. MD
    Maslina Darus

    National University of Malaysia, Malaysia

    12 publications · 217 citations

    11

    h-index

1–5 of 6K

Institutions

2K

  1. Centre National de la Recherche Scientifique

    Paris, France

    26 h-index

    80 publications

    3K citations

  2. University of Victoria

    Victoria, Canada

    25 h-index

    47 publications

    2.3K citations

  3. Princeton University

    Princeton, United States

    24 h-index

    40 publications

    2.7K citations

  4. University of Bristol

    Bristol, United Kingdom

    21 h-index

    56 publications

    3K citations

  5. Stanford University

    Stanford, United States

    20 h-index

    34 publications

    3K citations

  6. University of Michigan

    Ann Arbor, United States

    20 h-index

    26 publications

    1.8K citations

  7. Tel Aviv University

    Tel Aviv, Israel

    19 h-index

    34 publications

    1.8K citations

  8. Massachusetts Institute of Technology

    Cambridge, United States

    18 h-index

    34 publications

    3.3K citations

1–8 of 2K

Venues

  1. Journal of Functional Analysis

    91 publications · 3.8K citations

    37

    h-index

  2. Communications in Mathematical Physics

    58 publications · 4.5K citations

    36

    h-index

  3. Transactions of the American Mathematical Society

    TRAN · 117 publications · 5.3K citations

    35

    h-index

  4. The Annals of Mathematical Statistics

    67 publications · 4.6K citations

    34

    h-index

  5. Journal of Mathematical Analysis and Applications

    184 publications · 5.7K citations

    34

    h-index

1–5