Under minimal moment conditions complete asymptotic expansions are obtained for expectations of unbounded functions of a finite family of independent random variables in the Poissonian setting when ...

Let (Ω, F, P) be a probability space, and let X be a random variable defined on (Ω, F, P). If A is a sub σ-field of F, then E(X ∣ A) is the a.s. unique A measurable function such that, for all A ε A, ...

Random analytic functions are a fundamental object of study in modern complex analysis and probability theory. These functions, often defined through power series with random coefficients, exhibit ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...