Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-215/3/a/solution

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 is
where the Dirichlet form of a Markov chain is
The associated spectral gap is the ordinary gap , with variational formula
Equivalently 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!