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Prime numbers are key to Euler's product formula, \(\sum_{k=1}^{\infty}\frac{1}{k^s}=\prod_{p \;\; \mathrm{prime}}\frac{1}{1-p^{-s}}\), which establishes equality between an infinite sum and product for fixed \(s>1\).

The normal density, \(p(x) = \frac{1}{\sigma \sqrt{2\pi}}e^{-\frac{(x-\mu)^2}{2\sigma^2}}\), has become important in many applications because of its close relationship to the central limit theorem.

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 \(X\).