A Probabilistic Inequality Related to Negative Definite Functions

DOI10.1007/978-3-0348-0490-5_5zbMATH Open1270.60030OpenAlexW34108084MaRDI QIDQ2840331FDOQ2840331

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

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)

Cites Work

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

Cited In (4)

• Title not available (Why is that?)
• A Combinatorial Approach to Small Ball Inequalities for Sums and Differences
• Bifractional Brownian motion: existence and border cases
• Explicit Additive Decomposition of Norms on ℝ²

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