Hyper-contractivity and entropy decay in discrete time

Abstract

Consider a measure-preserving transition kernel $T$ on an arbitrary probability space $(\mathbb X,\mathcal cA,\pi)$. In this level of generality, we prove that a one-step hyper-contractivity estimate of the form $\|T\|_{p\to q}\le 1$ with $p< q$ implies a one-step entropy contraction estimate of the form ${\mathrm H}(\mu T\,|\,\pi)\le \theta\, {\mathrm H}(\mu\,|\,\pi)$, with $\theta=p/q$. Neither reversibility, nor any sort of regularity is required. This static implication is simultaneously simpler and stronger than the celebrated dynamic relation between exponential hyper-contractivity and exponential entropy decay along continuous-time Markov semi-groups.