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

Bara Kim and Jeongsim Kim

Statistics & Probability Letters, 2025, vol. 216, issue C

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.

Keywords: Gaussian random vector; Gaussian product inequality; Covariance matrix (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110276

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