Wei-Liang Sun

activity

20112022

most citedMoment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality

3 citations · 8 across the 4 of their papers we have counts for

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2 papers · 1 filter

math.PR2022★ 3 cited

Moment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality

Oliver Russell, Wei Sun

We prove the three-dimensional Gaussian product inequality (GPI) $E [X_{1}^{2} X_{2}^{2 m_{2}} X_{3}^{2 m_{3}}] \geq E [X_{1}^{2}] E [X_{2}^{2 m_{2}}] E [X_{3}^{2 m_{3}}]$ for any centered Gaussian random vector $(…

math.PR2022★ 1 cited

An Opposite Gaussian Product Inequality

Oliver Russell, Wei Sun

The long-standing Gaussian product inequality (GPI) conjecture states that $E [\prod_{j = 1}^{n} ∣ X_{j} ∣^{α_{j}}] \geq \prod_{j = 1}^{n} E [∣ X_{j} ∣^{α_{j}}]$ for any centered Gaussian random vector…