Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices

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چکیده

This note reports partial results related to the Gaussian product inequality (GPI) conjecture for joint distribution of traces Wishart matrices. In particular, several GPI-related from Wei [32] and Liu et al. [15] are extended in two ways: by replacing power functions with more general classes functions, usual multivariate gamma distributional assumptions trace-Wishart assumption. These findings suggest that a Kronecker form GPI holds diagonal blocks any distribution.

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ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 2023

ISSN: ['0022-247X', '1096-0813']

DOI: https://doi.org/10.1016/j.jmaa.2022.126951