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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Conditional expectation of a product

I have an expression: $E[(b+X)^2|Y]$ where $X$ and $Y$ are normally distributed random variables, being two components of a final unknown outcome $Z$ ($Y$ is known, $X$ is the noise component): $Y$ …
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