A Probabilistic Inequality Related to Negative Definite Functions

DOI10.1007/978-3-0348-0490-5_5MaRDI QIDQ2840331zbMATHOpenAlexFDO

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

bifractional Brownian motionBernstein functionsmoment 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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• A decomposition of the bifractional Brownian motion and some applications
• A geometric interpretation of the transition density of a symmetric Lévy process
• An extension of bifractional Brownian motion
• Bernstein functions. Theory and applications
• Inequalities and positive-definite functions arising from a problem in multidimensional scaling
• Metric Spaces and Positive Definite Functions

Cited in

(5)

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