Positivity conjecture for the sixth cumulant of multiple Wiener integrals

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Let XX be a multiple Wiener--Itô integral of order p≥2p\geq 2, and let κ6(X)\kappa_6(X) denote its sixth cumulant. Sixth-cumulant positivity conjecture. For every such XX, one has

κ6(X)>0.\kappa_6(X)>0.

The conjecture concerns positivity of the sixth cumulant beyond the cases established in the paper, including the two first Wiener chaoses and odd-order integrals under an additional fourth-cumulant condition. The authors explain that their moment-matrix method does not establish positivity in general, so the conjecture remains open.

References

Primary source

Ehsan Azmoodeh, Dominique Malicet, Guillaume Mijoule and Guillaume Poly, “Generalization of the Nualart-Peccati criterion”, arXiv:1305.6579 (2016).

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