A refined Brunn-Minkowski inequality for convex sets
By elementary geometric arguments, correlation inequalities for radially symmetric probability measures are proved in the plane. Precisely, it is shown that the correlation ratio for pairs of is minimized within the class of infinite strips. Since open convex sets which are symmetric with respect to the origin turn out to be width-decreasing sets, Pitt’s Gaussian correlation inequality (the two-dimensional case of the long-standing Gaussian correlation conjecture) is derived as a corollary, and...
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