A combinatorial proof of the Gaussian product inequality beyond the
MTP case
Dependence Modeling (DM), 2021
Abstract
A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector of arbitrary length can be written as a linear combination, with coefficients of identical sign, of the components of a standard Gaussian random vector. This condition on is shown to be strictly weaker than the assumption that the density of the random vector is multivariate totally positive of order , abbreviated MTP, for which the GPI is already known to hold. Under this condition, the paper highlights a new link between the GPI and the monotonicity of a certain ratio of gamma functions.
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