Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-31/2/iv/solution

Put . Apply the Cauchy-Schwarz inequality to the average of the nonnegative eigenvalue differences, and then the Hoffman–Wielandt inequality:
Taking nonnegative square roots gives the spectral Lipschitz bound from Frobenius distance
The factor is essential: the empirical spectral measure has total mass , not .

New to topics? Read the docs here!