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Let $X$ be a (sub)gaussian r.v. on $\mathbb{R}^d$; say $X\sim\mathcal{N}(\mathbf{0},\mathbb{1}_d)$; and let $a\colon\mathbb{R}^d\to [0,1]$ be a function with $\mathbb{E}[a(X)] > 0$. It is not hard ...

T. Royen proved the Gaussian correlation inequality in the context of Gamma distributions back in 2014, which was since popularized by Latala and Matlak. The properties of Gaussian integration seem ...