{"title":"Ordinary and logarithmical convexity of moment generating function","authors":"M. R. Formica, E. Ostrovsky, L. Sirota","doi":"arxiv-2409.05085","DOIUrl":null,"url":null,"abstract":"We establish an ordinary as well as a logarithmical convexity of the Moment\nGenerating Function (MGF) for the centered random variable and vector (r.v.)\nsatisfying the Kramer's condition. Our considerations are based on the theory of the so-called Grand Lebesgue\nSpaces.","PeriodicalId":501245,"journal":{"name":"arXiv - MATH - Probability","volume":"76 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - MATH - Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2409.05085","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.