Inequalities for the Gaussian measure of convex sets

Abstract

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

References in corpus (3)

• Royen's proof of the Gaussian correlation inequality
• A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
• The Gaussian Correlation Inequality for Symmetric Convex Sets