Lim, Adrian P.C.; Luo, Dejun - In: Statistics & Probability Letters 82 (2012) 1, pp. 196-202
We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if A⊂Rd is convex and the origin 0∈A, then for any ball B centered at the origin, it holds γd(A∩B)≥γd(A)γd(B), where γd is the standard Gaussian measure on Rd. This generalizes Proposition 1...