Abstract
We give a multivariate generalization of Borell's noise stability theorem for Gaussian vectors. As a consequence we recover two inequalities, also due to Borell, for exit times of the Ornstein-Uhlenbeck process.
Citation
Joe Neeman. "A multidimensional version of noise stability." Electron. Commun. Probab. 19 1 - 10, 2014. https://doi.org/10.1214/ECP.v19-3005
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