The Gaussian Product Conjecture

From papers

Let d2d\geq 2, let (G1,,Gd)(G_1,\ldots,G_d) be a dd-dimensional real-valued centered Gaussian vector, and let m1m\geq 1 be an integer. Gaussian Product Conjecture. One has

E[G12mGd2m]i=1dE[Gi2m].\mathbb{E}[G_1^{2m}\cdots G_d^{2m}]\geq\prod_{i=1}^d\mathbb{E}[G_i^{2m}].

This is an open problem and a natural real counterpart to the corresponding complex Gaussian moment inequality; its solution would imply the Real Polarization Problem.

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Sources & referencesView supporting material

Primary source

Dominique Malicet, Ivan Nourdin, Giovanni Peccati and Guillaume Poly, “Squared chaotic random variables: new moment inequalities with applications”, arXiv:1503.02154 (2015).

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