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2017 Inequalities for the Gaussian measure of convex sets
Michael R. Tehranchi
Electron. Commun. Probab. 22: 1-7 (2017). DOI: 10.1214/17-ECP89

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.

Citation

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Michael R. Tehranchi. "Inequalities for the Gaussian measure of convex sets." Electron. Commun. Probab. 22 1 - 7, 2017. https://doi.org/10.1214/17-ECP89

Information

Received: 13 July 2017; Accepted: 19 September 2017; Published: 2017
First available in Project Euclid: 9 October 2017

zbMATH: 1378.60050
MathSciNet: MR3710807
Digital Object Identifier: 10.1214/17-ECP89

Subjects:
Primary: 60E15, 28C20

Keywords: Correlation inequality , Gaussian measure , Log-concavity

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