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arXiv 2201.04242math.PR
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几个新的Gaussian乘积不等式

Some New Gaussian Product Inequalities

Oliver Russell, Wei Sun

摘要:

高斯乘积不等式是一个长期存在的猜想。本文研究了任意中心高斯随机向量$(X_1,X_2,X_3)$和$m_2,m_3\in\mathbb{N}$的三维不等式$E[X_1^{2}X_2^{2m_2}X_3^{2m_3}]\ge E[X_1^{2}]E[X_2^{2m_2}]E[X_3^{2m_3}]$.首先,我们证明了这个不等式是由一个组合不等式所隐含的。对于小的$m_2$值和任意的$m_3$,该不等式可直接得到验证.从而证明了三维不等式的相应情形。其次,我们证明了三维不等式等价于一个改进的柯西-施瓦茨不等式。这一观察使我们得到一些新的矩不等式的二元高斯随机变量。

英文摘要:

The Gaussian product inequality is a long-standing conjecture. In this paper, we investigate the three-dimensional inequality $E[X_1^{2}X_2^{2m_2}X_3^{2m_3}]\ge E[X_1^{2}]E[X_2^{2m_2}]E[X_3^{2m_3}]$ for any centered Gaussian random vector $(X_1,X_2,X_3)$ and $m_2,m_3\in\mathbb{N}$. First, we show that this inequality is implied by a combinatorial inequality. The combinatorial inequality can be verified directly for small values of $m_2$ and arbitrary $m_3$. Hence the corresponding cases of the three-dimensional inequality are proved. Second, we show that the three-dimensional inequality is equivalent to an improved Cauchy-Schwarz inequality. This observation leads us to derive some novel moment inequalities for bivariate Gaussian random variables.

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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