Representation formula for the entropy and functional inequalities
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Publication:372572
DOI10.1214/11-AIHP464zbMATH Open1279.39011arXiv1006.3028OpenAlexW2963511425MaRDI QIDQ372572FDOQ372572
Authors: Joseph Lehec 
Publication date: 9 October 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1006.3028
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