The dimensional Brunn-Minkowski inequality in Gauss space

Abstract

Let $\gamma_n$ be the standard Gaussian measure on $\mathbb{R}^n$. We prove that for every symmetric convex sets $K,L$ in $\mathbb{R}^n$ and every $\lambda\in(0,1)$, $$\gamma_n(\lambda K+(1-\lambda)L)^{\frac{1}{n}} \geq \lambda \gamma_n(K)^{\frac{1}{n}}+(1-\lambda)\gamma_n(L)^{\frac{1}{n}},$$ thus settling a problem raised by Gardner and Zvavitch (2010). This is the Gaussian analogue of the classical Brunn-Minkowski inequality for the Lebesgue measure. We also show that, for a fixed $\lambda\in(0,1)$, equality is attained if and only if $K=L$.