Hypercontractivity 2026-10-14
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 8 4 Solution Created 2026-10-03 Updated 2026-10-14
Use the joint energy conventionOn the generator domain it is . The symmetric Feller semigroup has symmetric two-point measure , with both marginals equal to . Expanding the product of increments gives the finite-time identityfor real functions. This supplies a proof that works for a general symmetric Markov kernel, without assuming a diffusion chain rule.
For , Cauchy-Schwarz inequality givesInterchanging gives the same inequality in the other order. Apply it with , integrate against , and take . This proves the power inequality for symmetric Markov energiesInitially take bounded nonnegative functions in the form domain. On their bounded range, the power maps are Lipschitz; their finite-time squared-increment energies are therefore bounded by a constant times that of . This puts the powers in the form domain and makes both joint energy limits well defined. Truncation gives the corresponding extended-energy interpretation when needed. In particular the proof applies to the bounded positive functions used below.
Normalize the logarithmic Sobolev inequality asStart with a bounded bounded away from zero, and put , and . Positivity and preservation of constants keep within the same positive bounds. Symmetry realizes as a self-adjoint contraction semigroup on , so for its orbit lies in the generator domain and ; this justifies the following differentiation away from zero.
Differentiate both the evolving function and exponent:Since , it follows thatApply the logarithmic Sobolev inequality to , and then the joint energy inequality:ThereforeThe specified exponent satisfies and . Thus the right side is zero and the evolving norm is nonincreasing. Integrating from a positive time and letting givesHere the initial limit follows from strong continuity, boundedness of and , and .
For a bounded nonnegative , apply the estimate to and let . For arbitrary , truncate to bounded nonnegative functions. Their images converge in to ; an almost-everywhere convergent subsequence and Fatou lemma give the same estimate for that limit. Positivity of the Markov kernel gives , also for complex , soThis proves that the logarithmic Sobolev inequality implies hypercontractivity, with the numerical exponent matched to the stated joint-energy normalization.