A note on the Ehrhard inequality
Studia Mathematica, Tome 118 (1996) no. 2, pp. 169-174
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
We prove that for λ ∈ [0,1] and A, B two Borel sets in $ℝ^n$ with A convex, $Φ^{-1}(γ_n(λA + (1-λ)B)) ≥ λΦ^{-1}(γ_n(A)) + (1-λ)Φ^{-1}(γ_n(B))$, where $γ_n$ is the canonical gaussian measure in $ℝ^n$ and $Φ^{-1}$ is the inverse of the gaussian distribution function.
@article{10_4064_sm_118_2_169_174,
author = {Rafa{\l} Lata{\l}a},
title = {A note on the {Ehrhard} inequality},
journal = {Studia Mathematica},
pages = {169--174},
publisher = {mathdoc},
volume = {118},
number = {2},
year = {1996},
doi = {10.4064/sm-118-2-169-174},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/sm-118-2-169-174/}
}
Rafał Latała. A note on the Ehrhard inequality. Studia Mathematica, Tome 118 (1996) no. 2, pp. 169-174. doi: 10.4064/sm-118-2-169-174
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