A Long-Sought Proof, Found and Almost Lost

When a German retiree proved a famous long-standing mathematical conjecture, the response was underwhelming.

Known as the Gaussian correlation inequality (GCI), the conjecture originated in the 1950s, was posed in its most elegant form in 1972 and has held mathematicians in its thrall ever since. “I know of people who worked on it for 40 years,” said Donald Richards, a statistician at Pennsylvania State University. “I myself worked on it for 30 years.”

On the morning of the 17th, he saw how to calculate a key derivative for this extended GCI that unlocked the proof. “The evening of this day, my first draft of the proof was written,” he said.

.. Not knowing LaTeX, the word processer of choice in mathematics, he typed up his calculations in Microsoft Word, and the following month he posted his paper to the academic preprint site arxiv.org. He also sent it to Richards, who had briefly circulated his own failed attempt at a proof of the GCI a year and a half earlier. “I got this article by email from him,” Richards said. “And when I looked at it I knew instantly that it was solved.”

.. In the end, though, Royen’s proof was short and simple, filling just a few pages and using only classic techniques. Richards was shocked that he and everyone else had missed it. “But on the other hand I have to also tell you that when I saw it, it was with relief,” he said. “I remember thinking to myself that I was glad to have seen it before I died.”

.. But Royen, not having a career to advance, chose to skip the slow and often demanding peer-review process typical of top journals. He opted instead for quick publication in the Far East Journal of Theoretical Statistics, a periodical based in Allahabad, India

.. Finally, in December 2015, the Polish mathematician Rafał Latała and his student Dariusz Matlak put out a paper advertising Royen’s proof, reorganizing it in a way some people found easier to follow.

.. No one is quite sure how, in the 21st century, news of Royen’s proof managed to travel so slowly. “It was clearly a lack of communication in an age where it’s very easy to communicate,” Klartag said.

.. Royen found that he could generalize the GCI to apply not just to Gaussian distributions of random variables but to more general statistical spreads related to the squares of Gaussian distributions, called gamma distributions, which are used in certain statistical tests. “In mathematics, it occurs frequently that a seemingly difficult special problem can be solved by answering a more general question,”

.. Any graduate student in statistics could follow the arguments, experts say. Royen said he hopes the “surprisingly simple proof … might encourage young students to use their own creativity to find new mathematical theorems,” since “a very high theoretical level is not always required.”

.. Some researchers, however, still want a geometric proof of the GCI, which would help explain strange new facts in convex geometry that are only de facto implied by Royen’s analytic proof. In particular, Pitt said, the GCI defines an interesting relationship between vectors on the surfaces of overlapping convex shapes, which could blossom into a new subdomain of convex geometry.

.. Richards said a variation on the inequality could help statisticians better predict the ranges in which variables like stock prices fluctuate over time.

.. Royen’s main interest is in improving the practical computation of the formulas used in many statistical tests — for instance, for determining whether a drug causes fatigue based on measurements of several variables, such as patients’ reaction time and body sway. He said that his extended GCI does indeed sharpen these tools of his old trade, and that some of his other recent work related to the GCI has offered further improvements. As for the proof’s muted reception, Royen wasn’t particularly disappointed or surprised. “I am used to being frequently ignored by scientists from [top-tier] German universities,” he wrote in an email. “I am not so talented for ‘networking’ and many contacts. I do not need these things for the quality of my life.”