An Interpolation Proof of Ehrhards Inequality Academic Article uri icon

abstract

  • We prove Ehrhard's inequality using interpolation along the Ornstein-Uhlenbeck semi-group. We also provide an improved Jensen inequality for Gaussian variables that might be of independent interest.

published proceedings

  • GEOMETRIC ASPECTS OF FUNCTIONAL ANALYSIS: ISRAEL SEMINAR (GAFA) 2017-2019, VOL II

author list (cited authors)

  • Neeman, J., & Paouris, G.

citation count

  • 0

complete list of authors

  • Neeman, Joe||Paouris, Grigoris

publication date

  • July 2020