grandes-ecoles 2024 Q17

grandes-ecoles · France · mines-ponts-maths1__pc Not Maths Entropy, Information, or Log-Sobolev Functional Analysis
By admitting that the result of question 7 is valid for the functions $P_t(f)$ and $1 + \ln(P_t(f))$, show that $$\forall t \in \mathbf{R}_+^*, \quad -S'(t) = \mathrm{e}^{-2t}\int_{-\infty}^{+\infty} \frac{P_t(f')(x)^2}{P_t(f)(x)}\,\varphi(x)\,\mathrm{d}x.$$
By admitting that the result of question 7 is valid for the functions $P_t(f)$ and $1 + \ln(P_t(f))$, show that
$$\forall t \in \mathbf{R}_+^*, \quad -S'(t) = \mathrm{e}^{-2t}\int_{-\infty}^{+\infty} \frac{P_t(f')(x)^2}{P_t(f)(x)}\,\varphi(x)\,\mathrm{d}x.$$