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arXiv · 1512.08776

Royen's proof of the Gaussian correlation inequality

Rafał Latała·Dariusz Matlak
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Abstract

We present in detail Thomas Royen's proof of the Gaussian correlation inequality which states that $μ(K\cap L)\geq μ(K)μ(L)$ for any centered Gaussian measure $μ$ on $R^d$ and symmetric convex sets $K,L$ in $R^d$.

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Rafał Latała, Dariusz Matlak. 2015-12-29. Royen's proof of the Gaussian correlation inequality. https://doi.org/10.1007/978-3-319-45282-1_17

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