Stability of the Shannon-Stam inequality via the Föllmer process

DOI10.1007/S00440-020-00967-WzbMath1457.94062arXiv1903.07140OpenAlexW3100551867MaRDI QIDQ783796

Ronen Eldan, Dan Mikulincer

Publication date: 4 August 2020

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.07140

zbMATH Keywords

stabilityentropy power inequalityFöllmer processShannon-Stam's inequality

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Measures of information, entropy (94A17) Coding theorems (Shannon theory) (94A24)

Related Items (4)

Optimal Couplings on Wiener Space and An Extension of Talagrand’s Transport Inequality ⋮ Entropy and information jump for log-concave vectors ⋮ Stability of Talagrand's Gaussian transport-entropy inequality via the Föllmer process ⋮ A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities

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