Ordinary and logarithmical convexity of moment generating function
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | |
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| _version_ | 1866914943475908608 |
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| author | Formica, M. R. Ostrovsky, E. Sirota, L. |
| author_facet | Formica, M. R. Ostrovsky, E. Sirota, L. |
| contents | We establish an ordinary as well as a logarithmical convexity of the Moment Generating Function (MGF) for the centered random variable and vector (r.v.) satisfying the Kramer's condition.
Our considerations are based on the theory of the so-called Grand Lebesgue Spaces. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_05085 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Ordinary and logarithmical convexity of moment generating function Formica, M. R. Ostrovsky, E. Sirota, L. Probability Functional Analysis We establish an ordinary as well as a logarithmical convexity of the Moment Generating Function (MGF) for the centered random variable and vector (r.v.) satisfying the Kramer's condition. Our considerations are based on the theory of the so-called Grand Lebesgue Spaces. |
| title | Ordinary and logarithmical convexity of moment generating function |
| topic | Probability Functional Analysis |
| url | https://arxiv.org/abs/2409.05085 |