Theorems · Theorem · probability

ProbabilityTheory.integrable_exp_mul_abs_add

∀ {Ω : Type u_1} {m : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω} {t v : ℝ},
  MeasureTheory.Integrable (fun ω => Real.exp ((v + t) * X ω)) μ →
    MeasureTheory.Integrable (fun ω => Real.exp ((v - t) * X ω)) μ →
      MeasureTheory.Integrable (fun ω => Real.exp (t * |X ω| + v * X ω)) μ

If exp ((v + t) * X) and exp ((v - t) * X) are integrable, then ω ↦ exp (t * |X| + v * X) is integrable.

Defined in

Mathlib.Probability.Moments.IntegrableExpMul

Cited by

2 results in Mathlib

Foundations

Depth 208 from the axioms · uses propext, Classical.choice, Quot.sound