Royen's proof of the Gaussian correlation inequality as a supersymmetric dimensional reduction

Fuente: arXiv
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Autor principal: Huang, Yichao
Formato: Preprint
Publicado: 2026
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author Huang, Yichao
author_facet Huang, Yichao
contents We revisit Royen's proof of the Gaussian correlation inequality from a supersymmetric point of view. Many key elements in Royen's proof of this inequality have natural geometric interpretations in terms of supersymmetric dimensional reduction from $\mathbb{R}^{3|2}$ to $\mathbb{R}^{1|0}$. In particular, the auxiliary multivariate Gamma distributions appearing in Royen's Laplace-transform argument arise naturally as the body of a supersymmetric radial variable on $\mathbb{R}^{3|2}$. The generalization to the half-integer multivariate Gamma case also follows naturally as a dimensional reduction from $\mathbb{R}^{k+2|2}$ to $\mathbb{R}^{k|0}$. This provides an example in which the supersymmetric localization method is applied to prove correlation inequalities with continuous parameters.
format Preprint
id arxiv_https___arxiv_org_abs_2605_00533
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Royen's proof of the Gaussian correlation inequality as a supersymmetric dimensional reduction
Huang, Yichao
Probability
Mathematical Physics
Statistics Theory
We revisit Royen's proof of the Gaussian correlation inequality from a supersymmetric point of view. Many key elements in Royen's proof of this inequality have natural geometric interpretations in terms of supersymmetric dimensional reduction from $\mathbb{R}^{3|2}$ to $\mathbb{R}^{1|0}$. In particular, the auxiliary multivariate Gamma distributions appearing in Royen's Laplace-transform argument arise naturally as the body of a supersymmetric radial variable on $\mathbb{R}^{3|2}$. The generalization to the half-integer multivariate Gamma case also follows naturally as a dimensional reduction from $\mathbb{R}^{k+2|2}$ to $\mathbb{R}^{k|0}$. This provides an example in which the supersymmetric localization method is applied to prove correlation inequalities with continuous parameters.
title Royen's proof of the Gaussian correlation inequality as a supersymmetric dimensional reduction
topic Probability
Mathematical Physics
Statistics Theory
url https://arxiv.org/abs/2605.00533