A Probabilistic Inequality Related to Negative Definite Functions

DOI10.1007/978-3-0348-0490-5_5MaRDI QIDQ2840331zbMATH OpenOpenAlexFDO

Authors Ilya Tyurin, M. A. Lifshits, R. L. Schilling

Publication date 18 July 2013

Published in Progress in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-0348-0490-5_5

zbMATH Keywords

Bernstein functionsbifractional Brownian motionmoment inequalitiesnegative definite functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

• A decomposition of the bifractional Brownian motion and some applications
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• An extension of bifractional Brownian motion
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• scientific article; zbMATH DE number 3835011 (Why is no real title available?)
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• Inequalities and positive-definite functions arising from a problem in multidimensional scaling
• Metric Spaces and Positive Definite Functions

Cited in

(6)

• A probabilistic characterization of negative definite functions
• Bifractional Brownian motion: existence and border cases
• Explicit additive decomposition of norms on \(\mathbb{R}^2\)
• A combinatorial approach to small ball inequalities for sums and differences
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• An extension of the standard multifractional Brownian motion

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