On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution (Q2170250)

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On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution
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    On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution (English)
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    30 August 2022
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    In this paper, the authors analyze covariance inequalities using Stein's method for the class of generalized tempered stable probability distributions. They obtain a Stein's lemma and derive a Stein operator for this class. They also prove Brascamp-Lieb and Poincaré type inequalities for the class of generalized tempered stable probability distributions.
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    generalized tempered stable distributions
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    stable distributions
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    Stein's method
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