The Gaussian product inequality conjecture for multinomial covariances
From MaRDI portal
Publication:6409675
Abstract: In this paper, we find an equivalent combinatorial condition only involving finite sums (which is appealing from a numerical point of view) under which the centered Gaussian random vector with multinomial covariance, , satisfies the Gaussian product inequality (GPI), namely mathbb{E}left[prod_{i=1}^d X_i^{2m}
ight] geq prod_{i=1}^d mathbb{E}left[X_i^{2m}
ight], quad min mathbb{N}. These covariance matrices are relevant since their off-diagonal elements are negative, which is the hardest case to cover for the GPI conjecture, as mentioned by Russell & Sun (2022). Numerical computations provide evidence for the validity of the combinatorial condition.
This page was built for publication: The Gaussian product inequality conjecture for multinomial covariances
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6409675)
