On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution (Q2170250)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution |
scientific article |
Statements
On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution (English)
0 references
30 August 2022
0 references
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.
0 references
generalized tempered stable distributions
0 references
stable distributions
0 references
Stein's method
0 references
0 references
0 references
0 references
