The Gaussian Correlation Inequality for Symmetric Convex Sets
Probability
2013-03-05 v4
Abstract
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. Characterization of the equality and some applications are given.
Cite
@article{arxiv.1012.0676,
title = {The Gaussian Correlation Inequality for Symmetric Convex Sets},
author = {Guan Qingyang},
journal= {arXiv preprint arXiv:1012.0676},
year = {2013}
}
Comments
55 pages, to replace the previous versions