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2 results on '"39B62 (60H30)"'

1. Representation formula for the entropy and functional inequalities

Author

Lehec, Joseph

Subjects
Mathematics - Probability, Mathematics - Functional Analysis, 39B62 (60H30)
Abstract

We prove a stochastic formula for the Gaussian relative entropy in the spirit of Borell's formula for the Laplace transform. As an application, we give unified and short proofs of a number of functional inequalities., Comment: 18 pages

Published
2010

2. Representation formula for the entropy and functional inequalities

Author

Joseph Lehec

Subjects
Statistics and Probability, Pure mathematics, Entropy, 010102 general mathematics, Probability (math.PR), Functional inequalities, Gaussian measure, 01 natural sciences, Functional Analysis (math.FA), Mathematics - Functional Analysis, 010104 statistics & probability, FOS: Mathematics, 39B62 (60H30), 39B62, 60J65, 0101 mathematics, Statistics, Probability and Uncertainty, Girsanov’s formula, Mathematics - Probability, Mathematics
Abstract

We prove a stochastic formula for the Gaussian relative entropy in the spirit of Borell's formula for the Laplace transform. As an application, we give unified and short proofs of a number of functional inequalities., Comment: 18 pages

Published
2010
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