The subject of Gaussian space is too enormous to be surveyed here; some recommended texts include Janson [Jan97] and Bogachev [Bog98], the latter having an extremely thorough bibliography.
[...]


The subject of Gaussian space is too enormous to be surveyed here; some recommended texts include Janson [Jan97] and Bogachev [Bog98], the latter having an extremely thorough bibliography. [...] This section is devoted to studying the Gaussian Isoperimetric Inequality. This inequality is a special case of the Borell Isoperimetric Inequality (and hence also a special case of the GeneralVolume Majority Is Stablest Theorem); in particular, it’s the special case arising from the limit $\rho \to 1^{}$. [...] 

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