A Pathwise Approach of Some Classical Inequalities |
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| Authors: | Cattiaux Patrick |
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| Affiliation: | (1) Ecole Polytechnique, CMAP, F-91128 Palaiseau cedex, France;(2) équipe MODAL'X, UFR SEGMI, Université Paris X Nanterre, 200 avenue de la République, F-92001 Nanterre Cedex, France |
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| Abstract: | ![]()
The aim of this pedagogical paper is to show how some renowned inequalities may be obtained via a simple argument: entropy projection from the path space onto finite-dimensional coordinates spaces. Some applications are given: ergodic behaviour, perturbation. |
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| Keywords: | functional inequalities relative entropy Girsanov transform perturbation |
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