Related papers: Royen's proof of the Gaussian correlation inequali…

The paper is to prove the Gaussian correlation conjecture stating that, under the standard Gaussian measure, the measure of the intersection of any two symmetric convex sets is greater than or equal to the product of their measures.…

We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if $A\subset\mathbb{R}^d$ is convex and the origin $0\in A$, then for any ball $B$ centered at the origin, it holds $\gamma_d(A\cap B)\geq…

Inspired by Milman's recent observation, we prove that the Gaussian correlation inequality holds for convex sets having the same barycenter, and especially for centered ones. This gives an affirmative answer to the problem proposed by…

Gaussian correlation conjecture states that the Gaussian measure of the intersection of two symmetric convex sets is greater or equal to the product of the measures.

Let $\mu$ be a Gaussian measure (say, on ${\bf R}^n$) and let $K, L \subset {\bf R}^n$ be such that K is convex, $L$ is a "layer" (i.e. $L = \{x : a \leq < x,u > \leq b \}$ for some $a$, $b \in {\bf R}$ and $u \in {\bf R}^n$) and the…

The Gaussian Correlation Conjecture states that for any two symmetric, convex sets in n-dimensional space and for any centered, Gaussian measure on that space, the measure of the intersection is greater than or equal to the product of the…

We revisit Royen's proof of the Gaussian correlation inequality from a supersymmetric point of view. Many key elements in Royen's proof of this inequality have natural geometric interpretations in terms of supersymmetric dimensional…

We fuse between the Rogers-Shephard inequality for the Lebesgue measure and Royen's Gaussian Correlation Inequality, simultaneously extending both into a single sharp inequality for the Gaussian measure $\gamma$ on $\mathbb{R}^n$, stating…

We prove the following theorem. Let $\mu$ be a measure on $R^n$ with even continuous density, and let $K,L$ be origin-symmetric convex bodies in $R^n$ so that $\mu(K\cap H)\le \mu(L\cap H)$ for any central hyperplane H. Then $\mu(K)\le…

We give a simple alternative proof of Royen's Gaussian Correlation inequality by using (a slightly generalized version of) Nakamura-Tsuji's symmetric inverse Brascamp-Lieb inequality for even log-concave functions. We explain that this…

A radial probability measure is a probability measure with a density (with respect to the Lebesgue measure) which depends only on the distances to the origin. Consider the Euclidean space enhanced with a radial probability measure. A…

This note presents families of inequalities for the Gaussian measure of convex sets which extend the recently proven Gaussian correlation inequality in various directions.

Let $\gamma_n$ be the standard Gaussian measure on $\mathbb{R}^n$. We prove that for every symmetric convex sets $K,L$ in $\mathbb{R}^n$ and every $\lambda\in(0,1)$, $$\gamma_n(\lambda K+(1-\lambda)L)^{\frac{1}{n}} \geq \lambda…

In this paper we present a correlation inequality with respect to Cauchy type measures. To prove our inequality, we transport the problem onto the Riemannian sphere then state and solve some special cases for a spherical correlation…

It is proved that for a symmetric convex body K in R^n, if for some tau > 0, |K cap (x+tau K)| depends on ||x||_K only, then K is an ellipsoid. As a part of the proof, smoothness properties of convolution bodies ls are studied.

Let K be a self-similar or self-affine set in R^d, let \mu be a self-similar or self-affine measure on it, and let G be the group of affine maps, similitudes, isometries or translations of R^d. Under various assumptions (such as separation…

A positive correlation inequality is established for circular-invariant plurisubharmonic functions, with respect to complex Gaussian measures. The main ingredients of the proofs are the Ornstein-Uhlenbeck semigroup, and another natural…

Most correlation inequalities for high-dimensional functions in the literature, such as the Fortuin-Kasteleyn-Ginibre (FKG) inequality and the celebrated Gaussian Correlation Inequality of Royen, are qualitative statements which establish…

We show that the convolution of a compactly supported measure on $\mathbb{R}$ with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). We use this result to give a new proof of a classical result in random matrix theory…

We prove that for any two centrally-symmetric convex shapes $K,L \subset \mathbb{R}^2$, the function $t \mapsto |e^t K \cap L|$ is log-concave. This extends a result of Cordero-Erausquin, Fradelizi and Maurey in the two dimensional case.…