The three-dimensional Gaussian product inequality
From MaRDI portal
Publication:2304307
Abstract: We prove the 3-dimensional Gaussian product inequality, i.e., for any real-valued centered Gaussian random vector and , it holds that . Our proof is based on some improved inequalities on multi-term products involving 2-dimensional Gaussian random vectors. The improved inequalities are derived using the Gaussian hypergeometric functions and have independent interest. As by-products, several new combinatorial identities and inequalities are obtained.
Recommendations
- Some new Gaussian product inequalities
- Moment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality
- An opposite Gaussian product inequality
- Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions
- A Gaussian expectation product inequality
Cites work
- A Gaussian correlation inequality and its applications to small ball probabilities
- A Gaussian correlation inequality and its applications to the existence of small ball constant.
- A Gaussian inequality for expected absolute products
- A simple proof of the Gaussian correlation conjecture extended to some multivariate gamma distributions
- Characterization of equality in the correlation inequality for convex functions, the U-conjecture
- Gaussian variables, polynomials and permanents
- scientific article; zbMATH DE number 3150170 (Why is no real title available?)
- scientific article; zbMATH DE number 1231230 (Why is no real title available?)
- scientific article; zbMATH DE number 3426633 (Why is no real title available?)
- scientific article; zbMATH DE number 3081880 (Why is no real title available?)
- Lower Bounds for Norms of Products of Polynomials
- On the unlinking conjecture of independent polynomial functions
- Pfaffians, Hafnians and products of real linear functionals
- Representations of the absolute value function and applications in Gaussian estimates
- Royen’s Proof of the Gaussian Correlation Inequality
- Squared chaotic random variables: new moment inequalities with applications
- Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
Cited in
(17)- An opposite Gaussian product inequality
- Some new Gaussian product inequalities
- A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case
- A Gaussian inequality for expected absolute products
- Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
- A Three Dimensional Signed Small Ball Inequality
- scientific article; zbMATH DE number 3876412 (Why is no real title available?)
- A short proof of a strong form of the three dimensional Gaussian product inequality
- Quantitative versions of the two-dimensional Gaussian product inequalities
- Moment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality
- Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions
- Using sums-of-squares to prove Gaussian product inequalities
- Three-dimensional Gaussian product inequality with positive integer order moments
- Extension of a strong form of the three-dimensional Gaussian product inequality
- On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
- New results on Gauss product inequalities. I
- An explicit Wishart moment formula for the product of two disjoint principal minors
This page was built for publication: The three-dimensional Gaussian product inequality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2304307)
