Ehrhard-type inequality for the isotropic cauchy distribution on the plane
Probability and Mathematical Statistics(2022)
摘要
We prove an analogue of Ehrhard's inequality for the two-dimensional isotropic Cauchy measure. In contrast to the Gaussian case, the inequality is not valid for non-convex sets. We provide the proof for rectangles which are symmetric with respect to one coordinate axis.
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关键词
isotropic cauchy distribution,inequality,ehrhard-type
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