%0 Journal Article
%T An Inequality Related to Bifractional Brownian Motion
%A Mikhail Lifshits
%A Ilya Tyurin
%J Mathematics
%D 2011
%I arXiv
%X 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.
%U http://arxiv.org/abs/1105.4214v1