A note on the Ehrhard inequality

Rafał Latała

Studia Mathematica (1996)

  • Volume: 118, Issue: 2, page 169-174
  • ISSN: 0039-3223

Abstract

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We prove that for λ ∈ [0,1] and A, B two Borel sets in n with A convex, Φ - 1 ( γ n ( λ A + ( 1 - λ ) B ) ) λ Φ - 1 ( γ n ( A ) ) + ( 1 - λ ) Φ - 1 ( γ n ( B ) ) , where γ n is the canonical gaussian measure in n and Φ - 1 is the inverse of the gaussian distribution function.

How to cite

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Latała, Rafał. "A note on the Ehrhard inequality." Studia Mathematica 118.2 (1996): 169-174. <http://eudml.org/doc/216271>.

@article{Latała1996,
abstract = {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.},
author = {Latała, Rafał},
journal = {Studia Mathematica},
keywords = {inverse of the Gaussian distribution function},
language = {eng},
number = {2},
pages = {169-174},
title = {A note on the Ehrhard inequality},
url = {http://eudml.org/doc/216271},
volume = {118},
year = {1996},
}

TY - JOUR
AU - Latała, Rafał
TI - A note on the Ehrhard inequality
JO - Studia Mathematica
PY - 1996
VL - 118
IS - 2
SP - 169
EP - 174
AB - 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.
LA - eng
KW - inverse of the Gaussian distribution function
UR - http://eudml.org/doc/216271
ER -

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