ThmDex – An index of mathematical definitions, results, and conjectures.
F8879
Formulation 1
Let $Z \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number.
Let $t \in \mathbb{R}$ be a D993: Real number.
Then \begin{equation} \mathfrak{F}_Z(t) = \exp \left( - \frac{t^2}{2} \right) \end{equation}