Related papers: Some New Gaussian Product Inequalities
We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…
This paper extends various results related to the Gaussian product inequality (GPI) conjecture to the setting of disjoint principal minors of Wishart random matrices. This includes product-type inequalities for matrix-variate analogs of…
We prove quasi-invariance of Gaussian measures supported on Sobolev spaces under the dynamics of the three-dimensional defocusing cubic nonlinear wave equation. As in the previous work on the two-dimensional case, we employ a simultaneous…
We present a mechanical proof of the Cauchy-Schwarz inequality in ACL2(r) and a formalisation of the necessary mathematics to undertake such a proof. This includes the formalisation of $\mathbb{R}^n$ as an inner product space. We also…
We prove a new inequality for Gaussian processes, this inequality implies the Gordon-Chevet inequality. Some remarks on Gaussian proofs of Dvoretzky's theorem are given.
This note reports partial results related to the Gaussian product inequality (GPI) conjecture for the joint distribution of traces of Wishart matrices. In particular, several GPI-related results from Wei (2014) and Liu et al. (2015) are…
We present a general refinement of the Cauchy-Schwarz inequality over complete inner product spaces and show that it can be of interest for some statistical applications. This generalizes and simplifies previous results on the same subject.
We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…
The Ehrhard-Borell inequality is a far-reaching refinement of the classical Brunn-Minkowski inequality that captures the sharp convexity and isoperimetric properties of Gaussian measures. Unlike in the classical Brunn-Minkowski theory, the…
In this note we revisit the classical geometric-arithmetic mean inequality and find a formula for the difference of the arithmetic and the geometric means of given $n\in\mathbb N$ nonnegative numbers $x_1,x_2,\dots,x_n$. The formula yields…
In the paper we investigate various inequalities for the one-dimensional Cauchy measure. We also consider analogous properties for one-dimensional sections of multidimensional isotropic Cauchy measure. The paper is a continuation of our…
We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…
We prove a set of inequalities that interpolate the Cauchy-Schwarz inequality and the triangle inequality. Every nondecreasing, convex function with a concave derivative induces such an inequality. They hold in any metric space that…
We propose a novel coupling inequality of the min-max type for two random matrices with finite absolute third moments, which generalizes the quantitative versions of the well-known inequalities by Gordon. Previous results have calculated…
Small ball inequalities have been extensively studied in the setting of Gaussian processes and associated Banach or Hilbert spaces. In this paper, we focus on studying small ball probabilities for sums or differences of independent,…
New reverses of the Schwarz, triangle and Bessel inequalities in inner product spaces are pointed out. These results complement the recent ones obtained by the author in an earlier paper. Further, they are employed to establish new Gruss…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
Gaussian correlation conjecture states that the Gaussian measure of the intersection of two symmetric convex sets is greater or equal to the product of the measures.
We prove that all moment varieties of univariate Gaussian mixtures have the expected dimension. Our approach rests on intersection theory and Terracini's classification of defective surfaces. The analogous identifiability result is shown to…
We give the sharp lower bound of the volume product of three dimensional convex bodies which are invariant under a discrete subgroup of $O(3)$ in several cases. We also characterize the convex bodies with the minimal volume product in each…