Inequalities for the Gaussian measure of convex sets
Published version
Peer-reviewed
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Repository DOI
Type
Article
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Authors
Tehranchi, MR
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.
Description
Keywords
Gaussian measure, correlation inequality, log-concavity.
Journal Title
Electronic Communications in Probability
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Journal ISSN
Volume Title
22
Publisher
Institute of Mathematical Statistics
