 Legendre transform of a cumulant-generating function

ID: legendre-transform-of-a-cumulant-generating-function

Codex  0 Created 2026-09-24 Updated 2026-09-24

The Legendre transform is the convex function

ψ^{*} (x) = sup_{θ \in R} {θ x - ψ (θ)} .

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