Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2410.06117 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866915623328546816 |
|---|---|
| author | Aryan, Shrey López-Rivera, Pablo Shenfeld, Yair |
| author_facet | Aryan, Shrey López-Rivera, Pablo Shenfeld, Yair |
| contents | We give an alternative proof to Wu's logarithmic Sobolev inequality for the Poisson measure on the nonnegative integers using a stochastic variational formula for entropy. We show that this approach leads to improvement of Wu's inequality under convexity assumptions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_06117 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Improvement of Wu's logarithmic Sobolev inequality via the Poisson-Föllmer process Aryan, Shrey López-Rivera, Pablo Shenfeld, Yair Probability 39B62, 60G55 We give an alternative proof to Wu's logarithmic Sobolev inequality for the Poisson measure on the nonnegative integers using a stochastic variational formula for entropy. We show that this approach leads to improvement of Wu's inequality under convexity assumptions. |
| title | Improvement of Wu's logarithmic Sobolev inequality via the Poisson-Föllmer process |
| topic | Probability 39B62, 60G55 |
| url | https://arxiv.org/abs/2410.06117 |