Canonical paths Poincare bound

ID: canonical-paths-poincare-bound

Choose a directed path of positive-probability transitions for each ordered pair of states in a finite reversible Markov chain. Write for a directed edge , and let count its occurrences. Define
The Cauchy-Schwarz inequality bounds by times the sum of squared differences along the path. Multiply by , sum and interchange finite sums. The identity proves the bound. This convention counts directed edges and retains the factor in the Dirichlet form of a Markov chain.

New to topics? Read the docs here!