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arXiv 1609.09328math.PR
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高斯矩积猜想的证明

Proof of Gaussian moment product conjecture

Xiangfeng Yang

摘要:

本文对具有任意协方差阵的$n$维实值中心高斯随机向量$(X_1,\ldots,X_n)$,证明了如下矩积猜想:\[ \mathbb{E}\prod_{j=1}^nX_j^{2m_j}\geq \prod_{j=1}^n\mathbb{E}X_j^{2m_j}, \],其中$m_j\geq1,1\leq j\leq n,$为任意正整数.在其他重要的应用中,这个猜想的一个特例(使用$m_j=m,1\leq j\leq n$)将对另一个公开问题给出肯定的答案:实数线性偏振常数。证明是基于一个非常优雅的和基本的方法,其中只有一个组件$X_j$的随机向量选择不同的方差。

英文摘要:

For an $n$-dimensional real-valued centered Gaussian random vector $(X_1,\ldots,X_n)$ with any covariance matrix, the following moment product conjecture is proved in this paper \[ \mathbb{E}\prod_{j=1}^nX_j^{2m_j}\geq \prod_{j=1}^n\mathbb{E}X_j^{2m_j}, \] where $m_j\geq1,1\leq j\leq n,$ are any positive integers. Among other important applications, a special case of this conjecture (with $m_j=m,1\leq j\leq n$) would give an affirmative answer to another open problem: real linear polarization constant. The proof is based on a very elegant and elementary approach in which only one component $X_j$ of the random vector is chosen with varying variance.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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