On an integral criterion for hypercontractivity of diffusion semigroups and extremal functions (Q1188002)

On \(\mathbb{R}^ k\), let \(\mu\) be the Gauss measure \(d\mu(x)=(2\pi)^{- k/2}\exp(-| x|^ 2)dx\). Then \(P_ tf(x)=\int f[e^{-t}x+(- e^{-2t})^{1/2}y]d\mu(y)\) defines the Ornstein-Uhlenbeck (O-U) semigroup, a symmetric Markov semigroup on \(L^ p(\mathbb{R}^ k,d\mu)\), \(1\leq p\leq\infty\). Its generator is given formally by \(Lf=\Delta f- x\cdot\nabla f\). It defines a Dirichlet form via \(\int f(- Lf)d\mu=\int|\nabla f|^ 2d\mu\). This is a much studied object. With the help of ideas of \textit{D. Bakry} [Sémin. de probabilités XIX, Univ. Strasbourg 1983/84, Proc., Lect. Notes Math. 1123, 175 (1985; Zbl 0561.42012)], and \textit{D. Bakry} and \textit{M. Emery} [ibid., 177-206 (1985; Zbl 0561.60080)], the author gives a short proof of (E. Nelson's) hypercontractivity of \(\{P_ t:t\geq 0\}\). Thus \(\| P_ tf\|_ q\leq\| f\|_ p\) for \(1<p<q<\infty\) and \(e^{2t}\leq(q-1)\) \((p- 1)^{-1}\). Also one obtains the (L. Gross) logarithmic Sobolev inequality for \(f\geq 0\), \[ \int f\log fd\mu-\int f^ pd\mu\log\left(\int f^ pd\mu\right)^{1/p}\leq{p\over 2}\int f^{p-2}|\nabla f|^ 2d\mu. \] Extremals are found for \(p=2\). The author's approach leads to various inequalities which are related to the ``\(\Gamma_ 2\) criterion'' of Bakry and Emery (loc. cit.). Applications are made to the heat and O-U semigroups on a compact Riemannian manifold, with special emphasis on \(S^ m\).