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arXiv:1006.3028 [math.PR]AbstractReferencesReviewsResources

Representation formula for the entropy and functional inequalities

Joseph Lehec

Published 2010-06-15, updated 2011-07-15Version 2

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.

Comments: 18 pages
Categories: math.PR, math.FA
Subjects: 39B62, 60H30
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