{ "id": "2409.05085", "version": "v1", "published": "2024-09-08T13:08:47.000Z", "updated": "2024-09-08T13:08:47.000Z", "title": "Ordinary and logarithmical convexity of moment generating function", "authors": [ "M. R. Formica", "E. Ostrovsky", "L. Sirota" ], "categories": [ "math.PR", "math.FA" ], "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.", "revisions": [ { "version": "v1", "updated": "2024-09-08T13:08:47.000Z" } ], "analyses": { "keywords": [ "moment generating function", "logarithmical convexity", "grand lebesgue spaces", "kramers condition", "considerations" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }