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

DOI10.1137/S0040585X97986230zbMath1284.60081MaRDI QIDQ2874139

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Publication date: 28 January 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

covariance function self-similarity variogram bifractional Brownian motion positive definite quasi-helix Gaussian random function Schoenberg-Lévy kernel conditionally negative definite trifractional Brownian motion elliptically contoured random function

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

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