Dylan Greaves

A proof of the strong Gaussian product inequality conjecture

Let $\boldsymbol{X} = (X_1,\ldots,X_n)$ be a centered Gaussian vector, not necessarily nondegenerate. It is proved that, for every $\alpha_1,\ldots,\alpha_n>0$, \[ \mathsf{E}\left[\prod_{i=1}^n |X_i|^{\alpha_i}\right] \geq \prod_{i=1}^n \mathsf{E}\left[|X_i|^{\alpha_i}\right]. \] When all marginal variances are positiv...