The Gaussian product inequality conjecture for multinomial covariances
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Publication:6409675
arXiv2209.01505MaRDI QIDQ6409675FDOQ6409675
Authors: Frédéric Ouimet 
Publication date: 3 September 2022
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.
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Combinatorial inequalities (05A20)
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