An interpolation proof of Ehrhard's inequality
Probability
2016-05-25 v1
Abstract
We prove Ehrhard's inequality using interpolation along the Ornstein-Uhlenbeck semi-group. We also provide an improved Jensen inequality for Gaussian variables that might be of independent interest.
Cite
@article{arxiv.1605.07233,
title = {An interpolation proof of Ehrhard's inequality},
author = {Joe Neeman and Grigoris Paouris},
journal= {arXiv preprint arXiv:1605.07233},
year = {2016}
}
Comments
15 pages