A note on Gaussian correlation inequalities for nonsymmetric sets

Adrian P. C. Lim, Dejun Luo

Published 2010-11-18Version 1

We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if $A\subset\mathbb{R}^d$ is convex and the origin $0\in A$, then for any ball $B$ centered at the origin, it holds $\gamma_d(A\cap B)\geq \gamma_d(A)\gamma_d(B)$, where $\gamma_d$ is the standard Gaussian measure on $\mathbb{R}^d$. This generalizes Proposition 1 in [Arch. Rational Mech. Anal. 161 (2002), 257--269].