An interpolation proof of Ehrhard's inequality
Joe Neeman, Grigoris Paouris
TL;DR
This paper presents a new proof of Ehrhard's inequality using interpolation methods along the Ornstein-Uhlenbeck semi-group, and introduces an improved Jensen inequality for Gaussian variables.
Contribution
The paper offers a novel interpolation-based proof of Ehrhard's inequality and a new Jensen inequality for Gaussian variables, advancing theoretical understanding.
Findings
Proof of Ehrhard's inequality via interpolation
Introduction of an improved Jensen inequality for Gaussian variables
Potential applications in Gaussian measure theory
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.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsMathematical Inequalities and Applications · Functional Equations Stability Results · Point processes and geometric inequalities