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

Bara Kim; Jeongsim Kim

doi:10.1016/j.spl.2024.110276

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

Bara Kim
, Jeongsim Kim^*

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

2 Citations (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 language	English
Article number	110276
Journal	Statistics and Probability Letters
Volume	216
DOIs	https://doi.org/10.1016/j.spl.2024.110276
Publication status	Published - 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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10.1016/j.spl.2024.110276

Cite this

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title = "Extension of a strong form of the three-dimensional Gaussian product inequality",

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.",

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AB - 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.

KW - Covariance matrix

KW - Gaussian product inequality

KW - Gaussian random vector

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DO - 10.1016/j.spl.2024.110276

M3 - Article

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SN - 0167-7152

VL - 216

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

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