Relations between exponential tails, moments and moment generating functions for random variables and vectors

zbMath1424.60052arXiv1701.01901MaRDI QIDQ5383162

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Publication date: 19 June 2019

Full work available at URL: https://arxiv.org/abs/1701.01901

zbMATH Keywords

moment generating functionexponential momentstail of distributionnon-asymptotical exponential estimates

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17)

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