{ "id": "1512.08776", "version": "v1", "published": "2015-12-29T20:24:55.000Z", "updated": "2015-12-29T20:24:55.000Z", "title": "Royen's proof of the Gaussian correlation inequality", "authors": [ "Rafał Latała", "Dariusz Matlak" ], "comment": "9 pages", "categories": [ "math.PR" ], "abstract": "We present in detail Thomas Royen's proof of the Gaussian correlation inequality which states that $\\mu(K\\cap L)\\geq \\mu(K)\\mu(L)$ for any centered Gaussian measure $\\mu$ on $R^d$ and symmetric convex sets $K,L$ in $R^d$.", "revisions": [ { "version": "v1", "updated": "2015-12-29T20:24:55.000Z" } ], "analyses": { "keywords": [ "gaussian correlation inequality", "symmetric convex sets", "thomas royens proof", "centered gaussian measure" ], "note": { "typesetting": "TeX", "pages": 9, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv151208776L" } } }