Moment lower-bound conjecture for weighted sums of exponential random variables

From papers

Let q>0q>0 be real, let a1,,ana_1,\dots,a_n be non-negative real numbers satisfying

i=1nai2=1,\sum_{i=1}^n a_i^2=1,

and let X1,,XnX_1,\dots,X_n be independent identically distributed standard exponential random variables. Define ρ(j,q)\rho(j,q) as the moment value associated with the configuration having jj nonzero equal weights, as used in the source. Moment lower-bound conjecture.

E(a1X1++anXn)qminρ(1,q),,ρ(n,q).\mathbb{E}\big(a_1X_1+\cdots+a_nX_n\big)^q\geqslant\min\\{\rho(1,q),\dots,\rho(n,q)\\}.

The conjecture extends the behavior observed in the preceding analysis from the displayed parameter choices to every real q>0q>0. The supplied statement does not define ρ(j,q)\rho(j,q) explicitly or report a resolution.

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Sources & referencesView supporting material

Primary source

Silouanos Brazitikos and Christos Pandis, “Sharp inequalities for symmetric polynomials, Hunter's conjecture, and moments of exponential random variables”, arXiv:2512.12254 (2025).

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