Ordinary and logarithmical convexity of moment generating function
Probability
2024-09-10 v1 Functional Analysis
Abstract
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.
Keywords
Cite
@article{arxiv.2409.05085,
title = {Ordinary and logarithmical convexity of moment generating function},
author = {M. R. Formica and E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:2409.05085},
year = {2024}
}