Representation formula for the entropy and functional inequalities

Authors :: Joseph Lehec
Source :: Ann. Inst. H. Poincaré Probab. Statist. 49, no. 3 (2013), 885-899
Publication Year :: 2010
Publisher :: arXiv, 2010.
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.<br />Comment: 18 pages

Database :: OpenAIRE
Journal :: Ann. Inst. H. Poincaré Probab. Statist. 49, no. 3 (2013), 885-899
Accession number :: edsair.doi.dedup.....a48260c52efa09e0362a30745abfa363
Full Text :: https://doi.org/10.48550/arxiv.1006.3028