Three-dimensional Gaussian product inequality conjecture
Three-dimensional Gaussian product inequality conjecture
Let , and let be a centered Gaussian random vector. Three-dimensional Gaussian product inequality conjecture.
The equality sign is asserted to hold if and only if 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.
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