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for questions involving inequalities, upper and lower bounds.
2
votes
A strange variant of the Gaussian log-Sobolev inequality
Here is a simple proof that
$$\frac1\lambda \mapsto \frac1\lambda \, \log \int \exp(\lambda \, \phi(x)) \, \mathrm d \gamma(x)$$
is convex.
This does not need any assumptions on $\phi$ or $\gamma$.
Ma …