∀ {Ω : Type u_1} {m mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {X : Ω → ℝ} [inst : StandardBorelSpace Ω]
  [inst_1 : MeasureTheory.IsFiniteMeasure μ] {Y : Ω → ℝ} {cX cY : NNReal} (hm : m ≤ mΩ),
  ProbabilityTheory.HasSubgaussianMGF X cX (μ.trim hm) →
    ProbabilityTheory.HasCondSubgaussianMGF m hm Y cY μ → ProbabilityTheory.HasSubgaussianMGF (X + Y) (cX + cY) μ