arXiv:2409.05085 Abstract | arXiv Analytics

arXiv:2409.05085 [math.PR]Abstract References Reviews Resources

Ordinary and logarithmical convexity of moment generating function

Published 2024-09-08Version 1

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.

Categories: math.PR, math.FA

Keywords: moment generating function, logarithmical convexity, grand lebesgue spaces, kramers condition, considerations

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