A Nonsymmetric Correlation Inequality fo
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Stanislaw J. Szarek; Elisabeth Werner
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Article
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1999
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Elsevier Science
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English
β 182 KB
Let + be a Gaussian measure (say, on R n ) and let K, L R n be such that K is convex, L is a ``layer'' (i.e., L=[x: a (x, u) b] for some a, b # R and u # R n ), and the centers of mass (with respect to +) of K and L coincide. Then +(K & L) +(K) } +(L). This is motivated by the well-known ``positive