In mathematics, logarithmic Sobolev inequalities are a class of inequalities involving the norm of a function f, its logarithm, and its gradient . These inequalities were discovered and named by Leonard Gross, who established them in dimension-independent form, in the context of constructive quantum field theory. Similar results were discovered by other mathematicians before and many variations on such inequalities are known.
Gross proved the inequality:
where is the -norm of , with being standard Gaussian measure on Unlike classical Sobolev inequalities, Gross's log-Sobolev inequality does not have any dimension-dependent constant, which makes it applicable in the infinite-dimensional limit.
Define the entropy functionalThis is equal to the (unnormalized) KL divergence by .
A probability measure on is said to satisfy the log-Sobolev inequality with constant if for any smooth function f