A Probabilistic Inequality Related to Negative Definite Functions

DOI10.1007/978-3-0348-0490-5_5zbMath1270.60030OpenAlexW34108084MaRDI QIDQ2840331

Ilya Tyurin, Rene L. Schilling, Mikhail 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

moment inequalitiesbifractional Brownian motionBernstein functionsnegative definite functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22) Characteristic functions; other transforms (60E10)

Related Items (3)

Explicit Additive Decomposition of Norms on ℝ² ⋮ Bifractional Brownian motion: existence and border cases ⋮ A Combinatorial Approach to Small Ball Inequalities for Sums and Differences

Cites Work

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

This page was built for publication: A Probabilistic Inequality Related to Negative Definite Functions