Improvement of Wu's logarithmic Sobolev inequality via the Poisson-Föllmer process

2024/10/08 by Shrey Aryan, Aryan, Shrey, Pablo López-Rivera +3
Mathematics · #39B62 #60G55 #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2410.06117

openalex publication_date 2024/10/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

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