A note on Gaussian correlation inequalities for nonsymmetric sets

Publication date 28 December 2011

Abstract: We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if

A s u b s e t m a t h b b R^{d}

is convex and the origin

0 i n A

, then for any ball

B

centered at the origin, it holds

g a m m a_{d} (A c a p B) g e q g a m m a_{d} (A) g a m m a_{d} (B)

, where

g a m m a_{d}

is the standard Gaussian measure on

m a t h b b R^{d}

. This generalizes Proposition 1 in [Arch. Rational Mech. Anal. 161 (2002), 257--269].

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