Gordon's minimax comparison inequality: $\mathbb E\min_u\max_t X_{ut}\le\mathbb E\min_u\max_t Y_{ut}$ for centered Gaussian arrays

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Gordon's minimax comparison inequality: $\mathbb E\min_u\max_t X_{ut}\le\mathbb E\min_u\max_t Y_{ut}$ for centered Gaussian arrays · Prove2Me