Extension of a strong form of the three-dimensional Gaussian product inequality

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초록

We generalize a strong form of the three-dimensional Gaussian product inequality studied by Herry et al. (2024), who resolved the case of any triple of even positive integers. We extend the result to any triple consisting of a pair of positive real numbers and an even positive integer. Our result includes all existing results on the three-dimensional Gaussian product inequality conjecture.

키워드

Gaussian random vectorGaussian product inequalityCovariance matrix
제목
Extension of a strong form of the three-dimensional Gaussian product inequality
저자
Kim, BaraKim, Jeongsim
DOI
10.1016/j.spl.2024.110276
발행일
2025-01
유형
Article
저널명
Statistics and Probability Letters
216