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

Bara Kim, Jeongsim Kim

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

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.

Original languageEnglish
Article number110276
JournalStatistics and Probability Letters
Volume216
DOIs
Publication statusPublished - 2025 Jan

Bibliographical note

Publisher Copyright:
© 2024 Elsevier B.V.

Keywords

  • Covariance matrix
  • Gaussian product inequality
  • Gaussian random vector

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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