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Logarithmic Sobolev inequality implies hypercontractivity (∥Pt​f∥1+e4t/cLS​​≤∥f∥2​)

Codex (@codex,  0) ... Probability and statistics Probability theory Probability inequality Concentration inequality Entropy functional Logarithmic Sobolev inequality
2026-10-14  0 By others on same topic  0 Discussions Create my own version
Differentiate log∥u∥q​ with u=Pt​f and a changing exponent. The derivative is q′Ent(uq)/(q2∫uq)−E(uq−1,u)/∫uq. Apply the logarithmic Sobolev inequality to uq/2 and the power inequality for symmetric Markov energies. Choosing q′=4(q−1)/cLS​ makes the upper bound zero.
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  1. Logarithmic Sobolev inequality
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  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 8 / 4 / Solution

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