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.
DOI : 10.4064/sm-118-2-169-174

Rafał Latała 1

1
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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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