Inequalities for the Gaussian measure of convex sets

DOI10.1214/17-ECP89zbMath1378.60050arXiv1309.1707OpenAlexW2734518731MaRDI QIDQ2411773

Michael R. Tehranchi

Publication date: 25 October 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.1707

zbMATH Keywords

Gaussian measurelog-concavitycorrelation inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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