Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-215/3/a/solution
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 215 3 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
On a finite state space with at least two states, as in the surrounding questions, for a real function write and . The Poincare inequality for a reversible Markov chain with constant iswhere the Dirichlet form of a Markov chain isThe associated spectral gap is the ordinary gap , with variational formulaEquivalently minimize subject to and . Thus the Poincare inequality for a reversible Markov chain holds precisely for , and the optimal constant is . It controls the ordinary rather than absolute spectral gap, so negative eigenvalues do not invalidate it. If the unspecified state space in this part is infinite, the Poincare inequality for a reversible Markov chain and the variational infimum still make sense on nonconstant functions in , using the self-adjoint operator on that Hilbert space; the resulting spectral gap need not be represented by an actual second eigenvalue. The finite-state formula above is the intended specialization.
New to topics? Read the docs here!