Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
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Publication:2697684
DOI10.1016/j.jmaa.2022.126951OpenAlexW4311998838WikidataQ122980274 ScholiaQ122980274MaRDI QIDQ2697684
Christian Genest, Frédéric Ouimet
Publication date: 13 April 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.01976
Kronecker productWishart distributionBernstein functioncomplete monotonicitymultivariate gamma distributionmultivariate Laplace transform order
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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