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

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 particu