A combinatorial proof of the Gaussian product inequality beyond the MTP${}_2$ case
Probability
2022-11-18 v4 Combinatorics
Statistics Theory
Statistics Theory
Abstract
A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector of arbitrary length can be written as a linear combination, with coefficients of identical sign, of the components of a standard Gaussian random vector. This condition on is shown to be strictly weaker than the assumption that the density of the random vector is multivariate totally positive of order , abbreviated MTP, for which the GPI is already known to hold. Under this condition, the paper highlights a new link between the GPI and the monotonicity of a certain ratio of gamma functions.
Keywords
Cite
@article{arxiv.2112.12283,
title = {A combinatorial proof of the Gaussian product inequality beyond the MTP${}_2$ case},
author = {Christian Genest and Frédéric Ouimet},
journal= {arXiv preprint arXiv:2112.12283},
year = {2022}
}
Comments
9 pages, 1 figure