A note on Gaussian correlation inequalities for nonsymmetric sets

DOI10.1016/j.spl.2011.10.001zbMath1230.60016arXiv1011.4166OpenAlexW2073817588MaRDI QIDQ654501

Adrian P. C. Lim, De Jun Luo

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.4166

zbMATH Keywords

convexityGaussian measurelog-concavityoptimal transportcorrelation inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Convexity of real functions in one variable, generalizations (26A51)

Cites Work

• Unnamed Item
• A Gaussian correlation inequality for symmetric convex sets
• On the Gaussian measure of the intersection
• Some applications of mass transport to Gaussian-type inequalities
• Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities
• A particular case of correlation inequality for the Gaussian measure
• A Gaussian correlation inequality and its applications to small ball probabilities
• Monotonicity properties of optimal transportation and the FKG and related inequalities

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