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SUMMARY:Gaussian vectors\, half-spaces\, and convexity - Joe Neeman (UT Au
 stin &amp\; Bonn)
DTSTART:20161202T160000Z
DTEND:20161202T170000Z
UID:TALK67492@talks.cam.ac.uk
CONTACT:Quentin Berthet
DESCRIPTION:Let A be a subset of R^n and let B be a half-space with the sa
 me Gaussian measure as A. For a pair of correlated Gaussian vectors X and 
 Y\, Pr(X \\in A\, Y \\in A) is smaller than Pr(X \\in B\, Y \\in B)\; this
  was originally proved by Borell\, who also showed various other extremal 
 properties of half-spaces. For example\, the exit time of an Ornstein-Uhle
 nbeck process from A is stochastically dominated by its exit time from B. 
 We will discuss these (and other) inequalities using a kind of modified co
 nvexity.
LOCATION:MR12\, Centre for Mathematical Sciences\, Wilberforce Road\, Camb
 ridge.
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