Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-216/2/d/solution
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 216 2 d Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-05
Let and let be the uniform distribution on the body. The hit-and-run kernel density lower bound impliesFor the last range, lies in a radius- disc about any of its points, so and . This global Doeblin condition proves irreducibility with respect to and aperiodicity. The entire state space is a small set; , , and satisfy the geometric drift condition.
In fact the conclusion is stronger. Write , where and is the residual Markov kernel. Since , also . Each transition has a probability of resetting to stationarity, and after such a reset every subsequent distribution remains stationary. Equivalently,Thus the algorithm has uniform geometric ergodicity, using the full-dimensional and boundary conventions stated in part (a).
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