On Gaussian interpolation inequalities

Abstract

This paper is devoted to Gaussian interpolation inequalities with endpoint cases corresponding to the Gaussian Poincar\'e and the logarithmic Sobolev inequalities, seen as limits in large dimensions of Gagliardo-Nirenberg-Sobolev inequalities on spheres. Entropy methods are investigated using not only heat flow techniques but also nonlinear diffusion equations as on spheres. A new stability result is established for the Gaussian measure, which is directly inspired by recent results for spheres.