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A note on the Gaussian maximal functions

This note presents a proof that the non-tangential maximal function of the Ornstein-Uhlenbeck semigroup is bounded almost surely by the Gaussian Hardy-Littlewood maximal function. In particular this entails improvement on a result by Pineda and Urbina who proved a similar result for a `trunctated' version of the non-tangential maximal function. We actually obtain boundedness of the maximal function on non-tangential cones of arbitrary aperture.