Representation formula for the entropy and functional inequalities

Joseph Lehec

Annales de l'I.H.P. Probabilités et statistiques (2013)

  • Volume: 49, Issue: 3, page 885-899
  • ISSN: 0246-0203

Abstract

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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 simple proofs of a number of functional inequalities.

How to cite

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Lehec, Joseph. "Representation formula for the entropy and functional inequalities." Annales de l'I.H.P. Probabilités et statistiques 49.3 (2013): 885-899. <http://eudml.org/doc/272062>.

@article{Lehec2013,
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 simple proofs of a number of functional inequalities.},
author = {Lehec, Joseph},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {gaussian measure; entropy; functional inequalities; Girsanov’s formula; Gaussian measure; Girsanov's formula},
language = {eng},
number = {3},
pages = {885-899},
publisher = {Gauthier-Villars},
title = {Representation formula for the entropy and functional inequalities},
url = {http://eudml.org/doc/272062},
volume = {49},
year = {2013},
}

TY - JOUR
AU - Lehec, Joseph
TI - Representation formula for the entropy and functional inequalities
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2013
PB - Gauthier-Villars
VL - 49
IS - 3
SP - 885
EP - 899
AB - 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 simple proofs of a number of functional inequalities.
LA - eng
KW - gaussian measure; entropy; functional inequalities; Girsanov’s formula; Gaussian measure; Girsanov's formula
UR - http://eudml.org/doc/272062
ER -

References

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