A pathwise approach of some classical inequalities

被引:19
作者
Cattiaux, P [1 ]
机构
[1] Ecole Polytech, CMAP, F-91128 Palaiseau, France
[2] Univ Paris 10, UFR SEGMI, Equipe MODALX, F-92001 Nanterre, France
[3] CNRS, F-92001 Nanterre, France
关键词
functional inequalities; relative entropy; Girsanov transform; perturbation;
D O I
10.1023/B:POTA.0000009847.84908.6f
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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.
引用
收藏
页码:361 / 394
页数:34
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