A stochastic formula for the entropy and applications
Speaker:
Joseph Lehec, Université Paris - Dauphine
Date and Time:
Thursday, November 4, 2010 - 4:40pm to 5:30pm
Location:
Fields Institute, Room 230
Abstract:
We prove a variational stochastic formula for the Gaussian relative entropy of a measure. As an application we give unified and short proofs of a number of well-known inequalities.
