Geodesic
Two-sided inequalities for Laplace transforms
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 767-773

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Two-sided inequalities for Laplace transforms of nonnegative random variables and random vectors with nonnegative elements are obtained in terms of moments (i.e., in terms of derivatives of Laplace transforms at 0). The proofs are based on the connections between Laplace transforms, generating functions, and probabilities of the unions of events; inequalities for such probabilities are also used.
Mots-clés : nonnegative random variables
Keywords: Laplace transforms. 
@article{TVP_1998_43_4_a8,
     author = {A. M. Zubkov},
     title = {Two-sided inequalities for {Laplace} transforms},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {767--773},
     publisher = {mathdoc},
     volume = {43},
     number = {4},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a8/}
}
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A. M. Zubkov. Two-sided inequalities for Laplace transforms. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 767-773. http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a8/