Abstract

A radial probability measure is a probability measure with a density (with respect to the Lebesgue measure) which depends only on the distances to the origin. Consider the Euclidean space enhanced with a radial probability measure. A correlation problem concerns showing whether the radial measure of the intersection of two symmetric convex bodies is greater than the product of the radial measures of the two convex bodies. A radial measure satisfying this property is said to satisfy the correlation property. A major question in this field is about the correlation property of the (standard) Gaussian measure. The main result in this paper is a theorem suggesting a sufficient condition for a radial measure to satisfy the correlation property. A consequence of the main theorem will be a proof of the correlation property of the Gaussian measure.

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