矩生成函数的普通凸性和对数凸性

M. R. Formica, E. Ostrovsky, L. Sirota
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引用次数: 0

摘要

我们为满足克拉默条件的居中随机变量和向量(r.v.)建立了矩生成函数(MomentGenerating Function,MGF)的普通凸性和对数凸性。我们的考虑基于所谓的大勒贝格空间(Grand LebesgueSpaces)理论。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Ordinary and logarithmical convexity of moment generating function
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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