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, ...

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 ...