HCM conjecture for square roots of products of gamma variables

Let γt\gamma_t and γs\gamma_s be independent gamma random variables with parameters t,s>0t,s>0. The gamma-product conjecture. For all s,t>0s,t>0, the independent product γtγs\sqrt{\gamma_t\gamma_s} is HCM\operatorname{HCM}.

The surrounding discussion proves the weaker range ts1/2|t-s|\le 1/2 using a product formula for modified Bessel functions. The assertion for arbitrary positive ss and tt is presented as a natural conjectural extension and is not resolved in the supplied text.

Sources & referencesView supporting material

Primary source

Pierre Bosch, “HCM Property and the Half-Cauchy Distribution”, arXiv:1402.1059 (2014).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.