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.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.