A Gaussian convexity for logarithmic moment generating function
Probability Seminar Speaker: Wei-Kuo Chen (University of Minnesota) Title: A Gaussian convexity for logarithmic moment generating function Abstract: Convex functions of Gaussian vectors are prominent objectives in many fields of mathematical studies. In this talk, I will establish a new convexity for the logarithmic moment generating function for this object and draw two consequences. The first leads to […]