论文标题

与高斯产品不平等相关的杂项结果,以构想Wishart矩阵的联合分布

Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices

论文作者

Genest, Christian, Ouimet, Frédéric

论文摘要

本说明报告了与高斯产品不平等(GPI)有关的部分结果,以构想Wishart矩阵的痕迹。特别是WEI(2014)和Liu等人的几个与GPI相关的结果。 (2015年)以两种方式扩展:通过用更通用的函数替换功率函数,并通过更通用的痕迹 - 宽大分布假设替换常规的高斯和多元伽马分布假设。这些发现表明,GPI的Kronecker产品形式符合任何WishArt分布的对角线块。

This note reports partial results related to the Gaussian product inequality (GPI) conjecture for the joint distribution of traces of Wishart matrices. In particular, several GPI-related results from Wei (2014) and Liu et al. (2015) are extended in two ways: by replacing the power functions with more general classes of functions, and by replacing the usual Gaussian and multivariate gamma distributional assumptions by the more general trace-Wishart distribution assumption. These findings suggest that a Kronecker product form of the GPI holds for diagonal blocks of any Wishart distribution.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源