{
  "id": "1105.4214",
  "version": "v1",
  "published": "2011-05-21T05:45:59.000Z",
  "updated": "2011-05-21T05:45:59.000Z",
  "title": "An Inequality Related to Bifractional Brownian Motion",
  "authors": [
    "Mikhail Lifshits",
    "Ilya Tyurin"
  ],
  "comment": "5 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove that for any pair of i.i.d. random variables $X,Y$ with finite moment of order $a \\in (0,2]$ it is true that $E |X-Y|^a \\leq E |X+Y|^a$. Surprisingly, this inequality turns out to be related with bifractional Brownian motion. We extend this result to Bernstein functions and provide some counter-examples.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-05-21T05:45:59.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60E15",
      "60G22"
    ],
    "keywords": [
      "bifractional brownian motion",
      "random variables",
      "finite moment",
      "inequality turns"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 5,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1105.4214L"
    }
  }
}