Some new results on Gaussian product inequalities

被引:4
作者
Zhou, Qian-Qian [1 ]
Zhao, Han [2 ]
Hu, Ze-Chun [2 ]
Song, Renming [3 ]
机构
[1] Nanjing Univ Posts & Telecommun, Sch Sci, Nanjing 210023, Peoples R China
[2] Sichuan Univ, Coll Math, Chengdu 610065, Peoples R China
[3] Univ Illinois, Dept Math, Urbana, IL 61801 USA
基金
中国国家自然科学基金;
关键词
Gaussian product inequality; Opposite Gaussian product; inequality; Gaussian hypergeometric function; VARIABLES;
D O I
10.1016/j.jmaa.2023.127907
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The long-standing Gaussian product inequality (GPI) conjecture states that, for any centered Rn-valued Gaussian random vector (X1, ... , Xn) and any positive reals alpha 1, . . . , alpha n, E[pi nj=1 |Xj |alpha j] >= pi n j=1 E[|Xj|alpha j]. In this paper, we present some related inequalities for centered Rn-valued Gaussian random vector (X1, ... , Xn) when {alpha 1, . . . , alpha n} contains both positive and negative numbers.(c) 2023 Elsevier Inc. All rights reserved.
引用
收藏
页数:13
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