Three-dimensional Gaussian product inequality conjecture

Let m1,m2,m3Nm_1,m_2,m_3\in\mathbb{N}, and let (X1,X2,X3)(X_1,X_2,X_3) be a centered Gaussian random vector. Three-dimensional Gaussian product inequality conjecture.

E[X12m1X22m2X32m3]E[X12m1]E[X22m2]E[X32m3].E[X_1^{2m_1}X_2^{2m_2}X_3^{2m_3}]\geq E[X_1^{2m_1}]E[X_2^{2m_2}]E[X_3^{2m_3}].

The equality sign is asserted to hold if and only if X1,X2,X3X_1,X_2,X_3 are independent. The paper describes the validity of this three-dimensional inequality as still open in the general case, while proving a special case with one exponent equal to one.

Sources & referencesView supporting material

Primary source

Oliver Russell and Wei Sun, “Moment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality”, arXiv:2208.13957 (2022).

Additional references

2 papers in this index state this conjecture (2022). The statement above is taken from the most recent of them; the others are arXiv:2201.04242.

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.