





















The long-standing Gaussian product inequality (GPI) conjecture states that, for any centered $\mathbb{R}^n$-valued Gaussian random vector $(X_1, \dots, X_n)$ and any positive reals $α_1, \dots, α_n$, ${\bf E}[\prod_{j=1}^{n}|X_j|^{α_j}]\ge \prod_{j=1}^{n}{\bf E}[|X_j|^{α_j}]$. In this paper, we present some related inequalities for centered $\mathbb{R}^n$-valued Gaussian random vector $(X_1, \dots, X_n)$ when $\{α_1, \dots, α_n\}$ contains both positive and negative numbers.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。