中文

利用平方和证明高斯乘积不等式

概率论 2022-10-17 v4

摘要

长期未决的高斯乘积不等式(GPI)猜想指出,对任意零均值高斯随机向量 (X1,,Xn)(X_1,\dots,X_n)m1,,mnNm_1,\dots,m_n\in\mathbb{N},有 E[j=1nXj2mj]j=1nE[Xj2mj]E [\prod_{j=1}^{n}X_j^{2m_j}]\geq\prod_{j=1}^{n}E[X_j^{2m_j}]。本文描述一种涉及多元多项式平方和表示的计算算法,可用于解决 GPI 猜想。为展示该新方法之力,我们将其应用于证明两个新 GPI:E[X12m1X26X34]E[X12m1]E[X26]E[X34]E[X_1^{2m_1}X_2^{6}X_3^{4}]\ge E[X_1^{2m_1}]E[X_2^{6}]E[X_3^{4}]E[X12m1X22X32X42]E[X12m1]E[X22]E[X32]E[X42]E[X_1^{2m_1}X_2^{2}X_3^{2}X_4^{2}]\ge E[X_1^{2m_1}]E[X_2^{2}]E[X_3^{2}]E[X_4^{2}]

关键词

引用

@article{arxiv.2205.02127,
  title  = {Using Sums-of-Squares to Prove Gaussian Product Inequalities},
  author = {Oliver Russell and Wei Sun},
  journal= {arXiv preprint arXiv:2205.02127},
  year   = {2022}
}