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arXiv · 1605.07233

An interpolation proof of Ehrhard's inequality

Joe Neeman·Grigoris Paouris
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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.

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BibTeXRIS

Joe Neeman, Grigoris Paouris. 2016-05-23. An interpolation proof of Ehrhard's inequality. https://arxiv.org/abs/1605.07233

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