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arXiv · 1006.3028

Representation formula for the entropy and functional inequalities

Joseph Lehec
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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.

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Joseph Lehec. 2011-07-15. Representation formula for the entropy and functional inequalities. https://arxiv.org/abs/1006.3028

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