Eldan's stochastic localization and tubular neighborhoods of complex-analytic sets

Let Z be the zero set of a holomorphic map from C^n to C^k. Assume that Z is non-empty. We prove that for any r > 0, the Gaussian measure of the Euclidean r-neighborhood of Z is at least as large as the Gaussian measure of the Euclidean r-neighborhood of E, where E is any (n-k)-dimensional, affine, complex subspace whose distance from the origin is the same as the distance of Z from the origin.