Stability of Wu's logarithmic Sobolev inequality via the Poisson-F\'ollmer process
| Autor: | Aryan, Shrey, López-Rivera, Pablo, Shenfeld, Yair |
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| Rok vydání: | 2024 |
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| Druh dokumentu: | Working Paper |
| Popis: | 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 the entropy. We show that this approach leads to the identification of the extremizers as well as quantitative stability of the inequality under convexity assumptions. |
| Databáze: | arXiv |
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