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This paper is devoted to Gaussian interpolation inequalities with endpoint cases corresponding to the Gaussian Poincaré 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.

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