English

Generalization of the energy distance by Bernstein functions

Functional Analysis 2021-02-02 v1 Classical Analysis and ODEs Probability

Abstract

We reprove the well known fact that the energy distance defines a metric on the space of Borel probability measures on a Hilbert space with finite first moment by a new approach, by analyzing the behavior of the Gaussian kernel on Hilbert spaces and a Maximum Mean Discrepancy analysis. From this new point of view we are able to generalize the energy distance metric to a family of kernels related to Bernstein functions and conditionally negative definite kernels. We also explain what occurs on the energy distance on the kernel xyα\|x-y\|^{\alpha} for every α>2\alpha >2, where we also generalize the idea to a family of kernels related to derivatives of completely monotone functions and conditionally negative definite kernels.

Keywords

Cite

@article{arxiv.2102.00633,
  title  = {Generalization of the energy distance by Bernstein functions},
  author = {Jean Carlo Guella},
  journal= {arXiv preprint arXiv:2102.00633},
  year   = {2021}
}