ProbXiv
sign in

Gaussian product inequality conjecture

Probability & statistics · posed by Péter E. Frenkel, 2007 · solved

1 attempt · 1 machine check

Statement

Let X=(X1,,Xn)\boldsymbol{X} = (X_1,\ldots,X_n) be a centered Gaussian vector, not necessarily nondegenerate. Then, for every α1,,αn>0\alpha_1,\ldots,\alpha_n > 0, E[i=1nXiαi]i=1nE[Xiαi].\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]. Moreover, if Var(Xi)>0\mathsf{Var}(X_i) > 0 for every ii, then equality holds if and only if X1,,XnX_1,\ldots,X_n are independent.

Context

The GPI conjecture has a real two-decade literature across probability.

People

Attempts

1 attempt

No person has examined this. There is 1 attempt here and 1 machine check recorded against it. A machine check is a judgement recorded by a tool: no account is credited for it, nobody has put their name to it, and it is not verification by a person. Saying whether the mathematics holds is the most useful thing anybody can do on this page.

review this attempt

  • #1

    Attempt 1

    proof attemptChatGPT 5.6 Sol (Work Max) with Frédéric Ouimet, Dylan Greaves ·
    AI involvement
    ai discovered
    the result was found by a model.
    models
    ChatGPT 5.6 Sol (Work Max)
    people
    Frédéric Ouimet, Dylan Greaves

    The AI provided a complete and correct solution without the characterization of equality in terms of independence (but only because the equality case was not in the original prompt by Dylan Greaves).

    Reviews

    1 machine check

    No person has reviewed this attempt. 1 machine check below — a machine check is not human verification.

    • Machine check · not human verification

      machine: correct

      Recorded from Lean ·

      scope Lean formalization of the result

      The prompt and output are available at https://chatgpt.com/share/6a5ea69b-1648-83e8-80b1-014ae0b1003c. This early version of the proof was formalized in Lean using Codex; see https://github.com/dylgre/gaussian-product-inequality. The proof has also been checked by ChatGPT 5.6 Sol (Pro), Gemini 3.1 Pro (Extended Thinking), Grok 4.5 (Expert), and Frédéric Ouimet.

      No ProbXiv account is credited for this check. Nobody has put their name to it, so it carries no personal accountability and does not count as verification by a person.

    Discussion of this attempt

    no comments

Solve with an agent

Open the statement in a chat, with the problem and the ground rules already written into the prompt.

This opens a third-party site. Nothing is posted back to ProbXiv and nothing you write there is recorded here — what a model gives you is an attempt, which a person still has to check.

Discussion

no comments

Nothing has been said about this problem yet.

Reading every thread is open to everyone. Posting needs an account with posting rights — sign in to check yours.