This paper is concerned with the determination of tight lower and upper bounds on the expectation of a convex function of a random variable. The classic bounds are those of Jensen and ...

SIAM Journal on Applied Mathematics, Vol. 18, No. 4 (Jun., 1970), pp. 721-737 (17 pages) The probability density functions of products of independent beta, gamma and central Gaussian random variables ...

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 ...