Ornstein-Uhlenbeck entropy dissipation identity

ID: ornstein-uhlenbeck-entropy-dissipation-identity

For bounded smooth positive bounded away from zero, differentiation and Gaussian integration by parts give the displayed identity. The Ornstein-Uhlenbeck gradient commutation identity and weighted Cauchy-Schwarz inequality bound its right side by . Integrating and setting proves the Gaussian logarithmic Sobolev inequality. Positive clipped approximation extends it to functions of finite Gaussian Dirichlet energy.

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