I am trying to prove or disprove the following trace inequality for positive-semidefinite Hermitian matrices $A_1$, $A_2$, $A_3$:
$$ Eq. (1) \qquad |Tr( A_1 A_2 A_3 )|^2 \le Tr(A_1A_2) Tr(A_2A_3) Tr(A_1A_3). $$
One can use the scale invariance of Eq. (1), $A \to x A$ for $x >0$, to restrict to psd Hermitian matrices of trace 1.
My numerical search for counterexamples produced no such.
I consider the following generalisation for psd Hermitian matrices of trace 1:
$$ Eq.(2) \qquad \left|Tr(A_1A_2\ldots A_k)\right|^{k-1} \le \prod_{j=1}^k \left|Tr\left(\prod_{l\ne j}A_l\right)\right| $$ where on the r.h.s. the product of the matrices in each trace is ordered one (by the natural order as on the l.h.s. with a missing matrix of index $j$).
Note that for k = 2 we have true Eq. (2) $Tr(A_1A_2) \le 1 = Tr(A_1)Tr(A_2)$.
Any idea?
P.S. The inequality in Eq. (2) (if true of course) can be ascribed a physical meaning of multipartite fidelity bound. It appears, for instance, in the partial distinguishability theory of identical particles.