∀ {Ω : Type u_1} {m mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {X : Ω → ℝ} {c : NNReal} (hm : m ≤ mΩ),
  Measurable X → ProbabilityTheory.HasSubgaussianMGF X c μ → ProbabilityTheory.HasSubgaussianMGF X c (μ.trim hm)