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Theorems · Theorem · probability

ProbabilityTheory.analyticOn_cgf

∀ {Ω : Type u_1} {m : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω},
  AnalyticOn ℝ (ProbabilityTheory.cgf X μ) (interior (ProbabilityTheory.integrableExpSet X μ))

The cumulant-generating function is analytic on the interior of the interval integrableExpSet X μ.

Defined in
Mathlib.Probability.Moments.MGFAnalytic
Cited by
1 results in Mathlib
Foundations
Depth 293 from the axioms · uses propext, Classical.choice, Quot.sound

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