A \(\Phi \)-entropy contraction inequality for Gaussian vectors

DOI10.1007/s10959-009-0211-0zbMath1189.60047OpenAlexW2072662062MaRDI QIDQ1047160

Li-ming Wu

Publication date: 4 January 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0211-0

zbMATH Keywords

Gaussian vector\(\Phi\)-entropystochastic harmonic oscillator

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Functional inequalities, including subadditivity, convexity, etc. (39B62)

Cites Work

• Unnamed Item
• On contraction properties of Markov kernels
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Entropies, convexity, and functional inequalities: on \(\Phi\)-entropies and \(\Phi\)-Sobolev inequalities
• On Strong Mixing Conditions for Stationary Gaussian Processes
• Binomial-Poisson entropic inequalities and the M/M/∞queue

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