The Gaussian product inequality for disjoint principal minors of Wishart matrices
The Gaussian product inequality for disjoint principal minors of Wishart matrices
Let , let , and let . Let be a Wishart random matrix, partitioned into blocks , where block has size and . Wishart principal-minor Gaussian product inequality. For every ,
This is the paper's new conjecture, motivated by results for traces and determinants of disjoint diagonal blocks of Wishart matrices. It is stated as a natural extension to blocks of arbitrary widths; no proof or resolution is supplied.
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Primary source
Christian Genest, Frédéric Ouimet and Donald Richards, “On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices”, arXiv:2311.00202 (2024).
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