Representation formula for the entropy and functional inequalities
Probability
2011-07-18 v2 Functional Analysis
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.
Keywords
Cite
@article{arxiv.1006.3028,
title = {Representation formula for the entropy and functional inequalities},
author = {Joseph Lehec},
journal= {arXiv preprint arXiv:1006.3028},
year = {2011}
}
Comments
18 pages