Abstract
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 ℝd and symmetric convex sets K, L in ℝd.
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CITATION STYLE
APA
Latała, R., & Matlak, D. (2017). Royen’s proof of the Gaussian correlation inequality. In Lecture Notes in Mathematics (Vol. 2169, pp. 265–275). Springer Verlag. https://doi.org/10.1007/978-3-319-45282-1_17
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