Wishart Gaussian product inequality conjecture

Let XWp(α,Σ)\mathfrak{X}\sim \mathcal{W}_p(\alpha,\Sigma) for given pNp\in \mathbb{N}, α(p1,)\alpha\in (p-1,\infty) and ΣS++p\Sigma\in \mathcal{S}_{++}^p. For every ν1,,νd[0,)\nu_1,\ldots,\nu_d\in [0,\infty), consider the diagonal entries Xii\mathfrak{X}_{ii} and their absolute moments.

Wishart Gaussian product inequality conjecture.

E ⁣(i=1dXiiνi)i=1dE(Xiiνi).\mathsf{E}\!\left(\prod_{i=1}^d |\mathfrak{X}_{ii}|^{\nu_i}\right) \geq \prod_{i=1}^d \mathsf{E}(|\mathfrak{X}_{ii}|^{\nu_i}).

This is the Wishart analogue of the Gaussian product inequality and is proposed as a framework for obtaining explicit bounds in statistical testing and for investigating algebraic inequalities and analogues of polarization and correlation conjectures. The paper proves a stronger quantitative version when d=2d=2, but the general assertion remains open.

Sources & referencesView supporting material

Primary source

Christian Genest, Frédéric Ouimet and Donald Richards, “An explicit Wishart moment formula for the product of two disjoint principal minors”, arXiv:2409.14512 (2024).

Additional references

2 papers in this index state this conjecture (2024). The statement above is taken from the most recent of them; the others are arXiv:2403.06330.

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