  We consider the Gaussian correlation inequality for nonsymmetric convex sets.
More precisely, if $A\subset\mathbb{R}^d$ is convex and the origin $0\in A$,
then for any ball $B$ centered at the origin, it holds $\gamma_d(A\cap B)\geq
\gamma_d(A)\gamma_d(B)$, where $\gamma_d$ is the standard Gaussian measure on
$\mathbb{R}^d$. This generalizes Proposition 1 in [Arch. Rational Mech. Anal.
161 (2002), 257--269].
