A particular case of correlation inequality for the Gaussian measure
成果类型：
Article
署名作者：
Hargé, G
署名单位：
Universite Paris Saclay
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1022677555
发表日期：
1999
页码：
1939-1951
关键词：
摘要：
Our purpose is to prove a particular case of a conjecture concerning the Gaussian measure of the intersection of two symmetric convex sets of R-n. This conjecture states that the measure of the intersection is greater or equal to the product of the measures. In this paper, we prove the inequality when one of the two convex sets is a symmetric ellipsoid and the other one is simply symmetric. The general case is still open.