Royen’s proof of the Gaussian correlation inequality
نویسنده
چکیده
We present in detail Thomas Royen’s proof of the Gaussian correlation inequality which states that μ(K ∩ L) ≥ μ(K)μ(L) for any centered Gaussian measure μ on R and symmetric convex sets K,L in R.
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تاریخ انتشار 2016