Slepian's inequality: equal variances and dominated increments imply $\mathbb P(\max_t X_t>\tau)\le\mathbb P(\max_t Y_t>\tau)$ for centered Gaussian vectors

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Slepian's inequality: equal variances and dominated increments imply $\mathbb P(\max_t X_t>\tau)\le\mathbb P(\max_t Y_t>\tau)$ for centered Gaussian vectors · Prove2Me