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About: Gaussian correlation inequality     Goto   Sponge   NotDistinct   Permalink

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The Gaussian correlation inequality (GCI), formerly known as the Gaussian correlation conjecture (GCC), is a mathematical theorem in the fields of mathematical statistics and convex geometry. A special case of the inequality was published as a conjecture in a paper from 1955; further development was given by Olive Jean Dunn in 1958. The general case was stated in 1972, also as a conjecture. The conjecture, and its solution, came to public attention in 2017, when reports of Royen's proof were published in mainstream media.