Abstract
We present in detail Thomas Royen’s proof of the Gaussian correlation inequality which states that μ(K ∩ L) ≥ μ(K)μ(L) for any centered Gaussian measure μ on \(\mathbb{R}^{d}\) and symmetric convex sets K, L in \(\mathbb{R}^{d}\).
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Latała, R., Matlak, D. (2017). Royen’s Proof of the Gaussian Correlation Inequality. In: Klartag, B., Milman, E. (eds) Geometric Aspects of Functional Analysis. Lecture Notes in Mathematics, vol 2169. Springer, Cham. https://doi.org/10.1007/978-3-319-45282-1_17
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DOI: https://doi.org/10.1007/978-3-319-45282-1_17
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