Representation formula for the entropy and functional inequalities

Details Representation formula for the entropy and functional inequalities Representation formula for the entropy and functional inequalities

2010-06-15

arxiv.org/abs/1006.3028v2

Mathematics

Probability

18 pages

Scientific paper

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.

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