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Pré-Publication, Document De Travail Année : 2016

A new asymmetric correlation inequality for Gaussian measure

Résumé

The Khatri-\v{S}id\'{a}k lemma says that for any Gaussian measure μ over Rn , given a convex set K and a slab L, both symmetric about the origin, one has μ(KL)μ(K)μ(L). We state and prove a new asymmetric version of the Khatri-\v{S}id\'{a}k lemma when K is a symmetric convex body and L is a slab (not necessarily symmetric about the barycenter of K). Our result also extends that of Szarek and Werner (1999), in a special case.
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Dates et versions

hal-01360457 , version 1 (05-09-2016)

Identifiants

  • HAL Id : hal-01360457 , version 1

Citer

Kunal Dutta, Arijit Ghosh, Nabil Mustafa. A new asymmetric correlation inequality for Gaussian measure. 2016. ⟨hal-01360457⟩
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