Characteristic function (probability theory)
FUNCTION ASSOCIATED TO A REAL-VALUED RANDOM VARIABLE THAT COMPLETELY DEFINES ITS PROBABILITY DISTRIBUTION; THE FOURIER TRANSFORM OF THE PROBABILITY DENSITY FUNCTION
Characteristic function (probability)
In probability theory and statistics, the characteristic function of any real-valued random variable completely defines its probability distribution. If a random variable admits a probability density function, then the characteristic function is the Fourier transform of the probability density function.