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The Gaussian Correlation Inequality in One Picture

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Comment by George Zipperlen on November 20, 2017 at 6:47pm

Many thanks for posting this one picture tutorial.

It led me to find Thomas Royen's elegant proof of the Gaussian Correlation Inequality, and a nice article in Quanta Magazine -

A Long-Sought Proof, Found and Almost Lost

Comment by Steven Craighead on November 18, 2017 at 8:41am
I just posted this on www.ermmodelingrecipes.com. Great post. Thanks!

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