On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
DOI10.1214/24-EJP1222MaRDI QIDQ6654837
Donald L. Richards, Christian Genest, Frédéric Ouimet
Publication date: 20 December 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Laplace transformBernstein functioncomplete monotonicitymultivariate gamma distributionWishart random matricesGaussian product inequality
Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Laplace transform (44A10) Random matrices (algebraic aspects) (15B52) Monotonic functions, generalizations (26A48)
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