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In this paper we introduce a new generalisation of the relative Fisher Information for Markov jump processes on a finite or countable state space, and prove an inequality which connects this object with the relative entropy and a large…

Functional Analysis · Mathematics 2018-12-12 Bastian Hilder , Mark A. Peletier , Upanshu Sharma , Oliver Tse

We establish analogues of the Bergstr\"om and Bonnesen inequalities, related to determinants and volumes respectively, for the entropy power and for the Fisher information. The obtained inequalities strengthen the well-known convolution…

Information Theory · Computer Science 2025-01-20 Matthieu Fradelizi , Lampros Gavalakis , Martin Rapaport

Quantum Markov semigroups characterize the time evolution of an important class of open quantum systems. Studying convergence properties of such a semigroup, and determining concentration properties of its invariant state, have been the…

Quantum Physics · Physics 2017-09-22 Cambyse Rouzé , Nilanjana Datta

We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…

Probability · Mathematics 2016-10-12 Giuseppe Toscani

In a 2013 paper, the author showed that the convolution of a compactly supported measure on the real line with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). In a 2014 paper, the author gave bounds for the optimal…

Functional Analysis · Mathematics 2014-12-05 David Zimmermann

We establish a variant of the log-Sobolev and transport-information inequalities for mixture distributions. If a probability measure $\pi$ can be decomposed into components that individually satisfy such inequalities, then any measure $\mu$…

Information Theory · Computer Science 2026-03-16 Jonathan Niles-Weed

We study the stability and instability of the Gaussian logarithmic Sobolev inequality, in terms of covariance, Wasserstein distance and Fisher information, addressing several open questions in the literature. We first establish an improved…

Probability · Mathematics 2020-06-01 Ronen Eldan , Joseph Lehec , Yair Shenfeld

For a complete connected Riemannian manifold $M$ let $V\in C^2(M)$ be such that $\mu(d x)={\rm e}^{-V(x)} \mbox{vol}(d x)$ is a probability measure on $M$. Taking $\mu$ as reference measure, we derive inequalities for probability measures…

Differential Geometry · Mathematics 2022-10-19 Li-Juan Cheng , Feng-Yu Wang , Anton Thalmaier

We extend the result of Ball and Nguyen on the jump of entropy under convolution for logconcave random vectors. We show that the result holds for any pair of vectors (not necessarily identically distributed) and that a similar inequality…

Functional Analysis · Mathematics 2021-11-08 Pierre Bizeul

We prove an inequality between the free entropy and the mutual free Fisher information for two projections, regarded as a free analog of the logarithmic Sobolev inequality. The proof is based on the random matrix approximation procedure via…

Operator Algebras · Mathematics 2019-05-21 Fumio Hiai , Yoshimichi Ueda

Building on the recently introduced notion of Boolean entropy, we define the corresponding Boolean Fisher information via a de Bruijn identity. We study the monotonicity of this Fisher information in the Boolean Central Limit Theorem and…

Probability · Mathematics 2026-03-02 Guillaume Cébron , Kewei Pan

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, up to now Shannon's entropy power inequality (EPI) is an exception: Existing information theoretic proofs of the…

Information Theory · Computer Science 2016-11-17 Olivier Rioul

We show that the convolution of a compactly supported measure on $\mathbb{R}$ with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). We use this result to give a new proof of a classical result in random matrix theory…

Probability · Mathematics 2014-11-07 David Zimmermann

We establish a quantum version of the classical isoperimetric inequality relating the Fisher information and the entropy power of a quantum state. The key tool is a Fisher information inequality for a state which results from a certain…

Quantum Physics · Physics 2017-02-16 Stefan Huber , Robert Koenig , Anna Vershynina

We show that the nonlocal Fisher information - defined as the entropy dissipation of the Boltzmann entropy for nonlocal heat equations - admits a natural lifting in the sense of Guillen and Silvestre (2025). Important examples include the…

Analysis of PDEs · Mathematics 2026-03-24 Fabian Merz , Rico Zacher

The aim of this note is to connect a reversed form of the Gross logarithmic Sobolev inequality with the Gaussian maximum of Shannon's entropy power. There is thus a complete parallel with the well-known link between logarithmic Sobolev…

Probability · Mathematics 2013-10-23 Djalil Chafai

We establish dual equivalent forms involving relative entropy, Fisher information and optimal transport costs of inverse Santal{\'o} inequalities. We show in particular that the Mahler conjecture is equivalent to some dimensional lower…

Functional Analysis · Mathematics 2021-03-30 Nathaël Gozlan

We provide explicit lower bounds for the deficit in the Gaussian logarithmic Sobolev inequality in terms of differential operators that are naturally associated with the so-called Stein characterization of the Gaussian distribution. The…

Probability · Mathematics 2017-08-02 Michel Ledoux , Ivan Nourdin , Giovanni Peccati

We develop an information-theoretic perspective on some questions in convex geometry, providing for instance a new equipartition property for log-concave probability measures, some Gaussian comparison results for log-concave measures, an…

Functional Analysis · Mathematics 2011-03-31 Sergey Bobkov , Mokshay Madiman

We prove that two well-known measures of information are interrelated in interesting and useful ways when applied to nonequilibrium circumstances. A nontrivial form of the lower bound for the Fisher information measure is derived in…

Statistical Mechanics · Physics 2012-04-06 Takuya Yamano
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