Ordinary and logarithmical convexity of moment generating function

M. R. Formica; E. Ostrovsky; L. Sirota

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arXiv · 2409.05085

Ordinary and logarithmical convexity of moment generating function

M. R. Formica·E. Ostrovsky·L. Sirota

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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.

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M. R. Formica, E. Ostrovsky, L. Sirota. 2024-09-08. Ordinary and logarithmical convexity of moment generating function. https://arxiv.org/abs/2409.05085

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