Results related to the Gaussian product inequality conjecture for mixed-sign exponents in arbitrary dimension

Abstract

This paper studies Gaussian product inequalities (GPIs) for centered Gaussian random vectors when positive and negative exponents appear simultaneously. We prove a quantitative lower bound for arbitrary mixed-sign patterns, conditional on the validity of a lower-dimensional GPI, and an upper bound for products of negative powers with convex functions of the remaining Gaussian components. The latter yields an explicit upper bound for mixed-sign products whenever the total positive-side exponent is at least $1/2$.

12 pages, 0 figures