Inequalities of the Brunn-Minkowski type for Gaussian measures (Q2464673)

The main purpose of this paper is to study inequalities of the Brunn-Minkowski type for Gaussian measure when the number of sets involved is more than two. Let \(m\geq 2\) be an integer, let \(\gamma\) be the standard Gaussian measure on \(\mathbb{R}^n\), and let \[ \Phi(t)= \int^t_{-\infty}\exp(- s^2/2)\,dx/\sqrt{2\pi},\;-\infty< t<\infty. \] Given \(\alpha_1,\dots, \alpha_m\in ]0,\infty[\). This paper gives a necessary and sufficient condition such that the inequality \(\Phi^{-1}(\gamma(\alpha_1 A_1+\cdots+ \alpha_m A_m))\geq \alpha_1\Phi^{-1}(\gamma(A_1))+\cdots+ \alpha_m \Phi^{-1}(\gamma(A_m))\) is true for all Borel sets \(A_1,\dots, A_m\) in \(\mathbb{R}^n\) of strictly positive \(\gamma\)-measure or all convex Borel sets \(A_1,\dots, A_m\) in \(\mathbb{R}^n\) of strictly positive \(\gamma\)-measure, respectively. In particular, the paper exhibits inequalities of the Brunn-Minkowski type for \(\gamma\) which are true for all convex sets but not for all measurable sets. The references contain 8 bibliographical hints, cp. Zbl 0292.60004, Zbl 1031.60013, Zbl 1148.60062, Zbl 0686.60001, Zbl 0542.60003, Zbl 0847.60012, Zbl 1015.60011, Zbl 0351.28015.