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Wishart Gaussian product inequality conjecture.
Let X be the Wishart random matrix in the setting of the cited theorem, partitioned into diagonal blocks Xii of widths p1,…,pd. Wishart princi…
Let p∈N, let α∈(p−1,∞), and let Σ∈S++p. Let X∼Wp(α,Σ) be a p×p Wishart random matrix,…
Let W=(NQ)−1 be the Wishart matrix described above, and define c0(μ1,…,μℓ) by … Here ℓ≥1, (μ1,…,μℓ)∈Nℓ, and Cℓ d…
Determinantal formula. There is a function C(x) such that