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A Pathwise Approach of Some Classical Inequalities

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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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Cattiaux, P. A Pathwise Approach of Some Classical Inequalities. Potential Analysis 20, 361–394 (2004). https://doi.org/10.1023/B:POTA.0000009847.84908.6f

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  • DOI: https://doi.org/10.1023/B:POTA.0000009847.84908.6f

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