The Schoenberg--Lévy Kernel and Relationships among Fractional Brownian Motion, Bifractional Brownian Motion, and Others (Q2874139)

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The Schoenberg--Lévy Kernel and Relationships among Fractional Brownian Motion, Bifractional Brownian Motion, and Others
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    The Schoenberg--Lévy Kernel and Relationships among Fractional Brownian Motion, Bifractional Brownian Motion, and Others (English)
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    28 January 2014
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    bifractional Brownian motion
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    conditionally negative definite
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    covariance function
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    elliptically contoured random function
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    Gaussian random function
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    positive definite
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    quasi-helix
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    Schoenberg-Lévy kernel
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    self-similarity
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    trifractional Brownian motion
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    variogram
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