Positivity conjecture for the sixth cumulant of multiple Wiener integrals
Let be a multiple Wiener--Itô integral of order , and let denote its sixth cumulant. Sixth-cumulant positivity conjecture. For every such , one has
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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