Set $h=\sqrt{f/\phi}$. Then $\int h^2d\gamma=1$ and
$$
D(f\Vert\phi)=\operatorname{Ent}_\gamma(h^2).
$$
Moreover,
$$
h'=\frac h2\left(\frac{f'}f-\frac{\phi'}\phi\right),
\qquad
\int(h')^2d\gamma=\frac14J(f\Vert\phi).
$$
The <Gaussian logarithmic Sobolev inequality> therefore gives
$$
D(f\Vert\phi)\leq\frac12J(f\Vert\phi).
$$

Solution

Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 208 / 3 / b / Solution

 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-208/3/b/solution