An Interpolation Proof of Ehrhard’s 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.

author list (cited authors)

  • Neeman, J., & Paouris, G.

citation count

  • 0

publication date

  • July 2020