grandes-ecoles 2017 Q9

grandes-ecoles · France · x-ens-maths2__mp Not Maths Entropy, Information, or Log-Sobolev Functional Analysis
Let $m$ be a measure. We assume that there exists a constant $C > 0$ such that, if $f : \mathbb { R } \rightarrow \mathbb { R }$ is of class $\mathscr { C } ^ { 1 }$ and of bounded derivative $f ^ { \prime }$, then $f$ admits an entropy relative to $m$ and $$\operatorname { Ent } _ { m } ( f ) \leqslant C \int \left| f ^ { \prime } ( x ) \right| ^ { 2 } m ( x ) d x \tag{1}$$ Show that $\int \left( 1 + | x | + x ^ { 2 } \right) m ( x ) d x < + \infty$.
Let $m$ be a measure. We assume that there exists a constant $C > 0$ such that, if $f : \mathbb { R } \rightarrow \mathbb { R }$ is of class $\mathscr { C } ^ { 1 }$ and of bounded derivative $f ^ { \prime }$, then $f$ admits an entropy relative to $m$ and
$$\operatorname { Ent } _ { m } ( f ) \leqslant C \int \left| f ^ { \prime } ( x ) \right| ^ { 2 } m ( x ) d x \tag{1}$$
Show that $\int \left( 1 + | x | + x ^ { 2 } \right) m ( x ) d x < + \infty$.