Psi-entropy inequalities for the Ornstein-Uhlenbeck semigroup (Q1935459): Difference between revisions

Let \(P_t\) be the Ornstein-Uhlenbeck semigroup and let \(\gamma\) be the standard Gaussian measure on \(\mathbb R^n\). For a strictly convex smooth function \(\psi\) on \((0,\infty)\) such that \(\psi(0^+)=0\) and so that \(\frac{1}{\psi''}\) is concave, let \[ \text{Ent}_t^\psi(f)= \gamma(\psi(f))- \gamma(\psi(P_tf)),\;\;t>0,\;\;f\geq 0. \] Then \[ \frac{1-e^{-2t}}2\gamma(\psi''(P_tf)|P_t(\nabla f)|^2)\leq\text{Ent}_t^\psi(f)\leq \frac{1-e^{-2t}}2 \gamma(\psi''(f)|\nabla f|^2). \]