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Mathematics
The Laplace transform
Complicated convolution operations become simple multiplications via the Laplace transform \(F(s) = \int_{-\infty}^{\infty}f(x)e^{-s x}dx\) for function \(f\).
Mathematics
Sannon's entropy
Shannon's entropy, \(H(X) = -\sum_{x \in \mathbf{X}} p(x) \log p(x)\), measures how informative the mass function \(p\) is about the occurrence of the possible values of variable \(X\).
Physics
The Gamma function
Factorials apply only to nonnegative integers but can be extended to complex numbers with positive real parts using the Gamma function, \(\Gamma(n) = \int_0^\infty e^{-x}x^{n-1}dx\).