Solution

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

For a finite irreducible Markov chain satisfying detailed balance, define the directed-edge capacity . For every ordered pair choose a path from to using only positive-capacity edges; take the empty path for . Let count occurrences of the directed edge . The canonical paths Poincare bound says that
is a valid Poincare inequality for a reversible Markov chain constant. Simple paths give ; allowing repetitions requires the multiplicities shown.
To prove the theorem, expand the variance using two independent samples from :
Telescoping along and applying the Cauchy-Schwarz inequality gives
Interchange the finite sums, then use the definition of :
Consequently . All edges here are directed, so the in the Dirichlet form of a Markov chain is retained consistently.

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