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Differentiate $\log \Vert u{\Vert }_q$ with $u=P_{t}f$ and a changing exponent. The derivative is $q^{\prime }\mathrm{Ent}(u^q)/(q^2\int u^q)-\mathcal{E}(u^{q-1},u)/\int u^q$. Apply the logarithmic Sobolev inequality to $u^{q/2}$ and the power inequality for symmetric Markov energies. Choosing $q^{\prime }=4(q-1)/c_{\mathrm{LS}}$ makes the upper bound zero.

// Target: probability-and-statistics.bigb

Use the joint energy conventionOn the generator domain it is $-⟨Lf,g⟩$. The symmetric Feller semigroup has symmetric two-point measure ${\nu }_s(dx,dy)=\mu (dx)P_s(x,dy)$, with both marginals equal to $\mu$. 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 $a\ge b\ge 0$, Cauchy-Schwarz inequality givesInterchanging $a,b$ gives the same inequality in the other order. Apply it with $a=f(x),b=f(y)$, integrate against ${\nu }_s$, and take $s\downarrow 0$. 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 $f$. 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 $f$ bounded away from zero, and put $u(t)=P_{t}f$, $q=q(t)$ and $F(t)=\int u^{q}d\mu$. Positivity and preservation of constants keep $u$ within the same positive bounds. Symmetry realizes $P_t$ as a self-adjoint contraction semigroup on $L^2(\mu )$, so for $t>0$ its orbit lies in the generator domain and ${\partial }_{t}u=Lu$; this justifies the following differentiation away from zero.

Differentiate both the evolving function and exponent:Since $\log \Vert u{\Vert }_q=q^{-1}\log F$, it follows thatApply the logarithmic Sobolev inequality to $g=u^{q/2}$, and then the joint energy inequality:ThereforeThe specified exponent satisfies $q(0)=2$ and $q^{\prime }=4(q-1)/c_{\mathrm{LS}}$. Thus the right side is zero and the evolving norm is nonincreasing. Integrating from a positive time $\delta$ and letting $\delta \downarrow 0$ givesHere the initial limit follows from strong $L^2$ continuity, boundedness of $f$ and $P_{\delta }f$, and $q(\delta )\to 2$.

For a bounded nonnegative $f$, apply the estimate to $f+ϵ$ and let $ϵ\downarrow 0$. For arbitrary $f\in L^2(\mu )$, truncate $|f|$ to bounded nonnegative functions. Their images converge in $L^2$ to $P_t|f|$; an almost-everywhere convergent subsequence and Fatou lemma give the same $L^{q(t)}$ estimate for that limit. Positivity of the Markov kernel gives $|P_{t}f|\le P_t|f|$, also for complex $f$, soThis proves that the logarithmic Sobolev inequality implies hypercontractivity, with the numerical exponent matched to the stated joint-energy normalization.