Royen's proof of the Gaussian correlation inequality

Abstract

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

9 pages

References in corpus (1)

• A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions

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