Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-8/3/c/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 8 3 c Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
In the one-dimensional unit-mass setting, put . Using the convention , the relative entropy isBecause , we can subtract inside the integral:This is relative entropy nonnegativity from the given scalar inequality. Its integrand vanishes only at , so zero relative entropy characterizes almost everywhere. The nonnegativity remains valid with value when entropy is not finite.
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