Links between the Logarithmic Sobolev Inequality and the convolution inequalities for Entropy and Fisher Information

Abstract: Relative to the Gaussian measure on $\mathbb{R}^d$, entropy and Fisher information are famously related via Gross' logarithmic Sobolev inequality (LSI). These same functionals also separately satisfy convolution inequalities, as proved by Stam. We establish a dimension-free inequality that interpolates among these relations. Several interesting corollaries follow: (i) the deficit in the LSI satisfies a convolution inequality itself; (ii) the deficit in the LSI controls convergence in the entropic and Fisher information central limit theorems; and (iii) the LSI is stable with respect to HWI jumps (i.e., a jump in any of the convolution inequalities associated to the HWI functionals). Another consequence is that the convolution inequalities for Fisher information and entropy powers are reversible in general, up to a factor depending on the Stam defect. An improved form of Nelson's hypercontractivity estimate also follows. Finally, we speculate on the possibility of an analogous reverse Brunn-Minkowski inequality and a related upper bound on surface area associated to Minkowski sums.