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for questions about sequences and series, e.g. convergence, closed form expressions, etc. Note that there is a different tag for spectral sequences, and also note that MathOverflow is not for homework. Please consider consulting the online encyclopedia for integer sequences, if you are trying to identify a given sequence that you have found in your research.

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Power expectation involving a Poisson process

Consider a Poisson process $N_t$ with intensity $\lambda>0$ and let $x$ be a real-valued number. In principle, from the properties of the Poisson distribution, we have: \begin{align} \mathbb{E}(x^{N_t …
Daneel Olivaw's user avatar