The strong Gaussian product conjecture for even exponents

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Let n∈Nn\in\mathbb{N} and let p1,…,pn∈2Np_1,\dots,p_n\in 2\mathbb{N}. For a real centered Gaussian vector (X1,…,Xn)(X_1,\dots,X_n), the statement GPIn(p1,…,pn)\mathbf{GPI}_n(p_1,\dots,p_n) means

E[∏i=1n∣Xi∣pi]≥∏i=1nE[∣Xi∣pi],\mathbb{E}\left[\prod_{i=1}^n |X_i|^{p_i}\right]\geq\prod_{i=1}^n\mathbb{E}\left[|X_i|^{p_i}\right],

with equality if and only if X1,…,XnX_1,\dots,X_n are independent. Strong Gaussian product conjecture. For all n∈Nn\in\mathbb{N} and all p1,…,pn∈2Np_1,\dots,p_n\in 2\mathbb{N}, GPIn(p1,…,pn)\mathbf{GPI}_n(p_1,\dots,p_n) holds. The result in the paper proves the case n=3n=3; the conjecture remains unresolved in general.

References

Primary source

Ronan Herry, Dominique Malicet and Guillaume Poly, “A short proof of the strong three dimensional Gaussian product inequality”, arXiv:2211.07314 (2022).

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