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arXiv · 1503.05381

A martingale bound for the entropy associated with a trimmed filtration on $\mathbb {R}^d$

Alexei Kulik·Taras Tymoshkevych
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Abstract

Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev inequality.

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Alexei Kulik, Taras Tymoshkevych. 2015-03-18. A martingale bound for the entropy associated with a trimmed filtration on $\mathbb {R}^d$. https://doi.org/10.15559/15-vmsta16

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