∀ {Ω : Type u_1} {Ω' : Type u_2} {mΩ : MeasurableSpace Ω} {mΩ' : MeasurableSpace Ω'} {ν : MeasureTheory.Measure Ω'}
  {κ : ProbabilityTheory.Kernel Ω' Ω} {X : Ω → ℝ} {c : NNReal},
  ProbabilityTheory.Kernel.HasSubgaussianMGF X c κ ν →
    ∀ (r : ℝ), ProbabilityTheory.Kernel.HasSubgaussianMGF (fun ω => r * X ω) (⟨r ^ 2, ⋯⟩ * c) κ ν