Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 215 3 b Solution Created 2026-10-03 Updated 2026-10-06
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 thatis 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 givesInterchange 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.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 215 3 c Solution Created 2026-10-03 Updated 2026-10-06
The lazy Markov chain has holding probability and transition probability to each neighbour in the hypercube graph. Its stationary distribution is by symmetry.
For choose the path changing the differing coordinates in increasing order. Its length is at most . Fix a directed edge that flips coordinate . A path uses this edge exactly when , , for , and for . The coordinates for and for are free. Thus exactly ordered pairs use it, whileThe unweighted load divided by capacity equals ; multiplying by the maximum length yields . The canonical paths Poincare bound therefore proves the slightly stronger , and in particular the requestedOne can keep the actual lengths: among these pairs, coordinate always differs, and each of the other coordinates differs for half the pairs. Their mean path length is , giving exact congestion . This refinement still has order .
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 215 3 d Solution Created 2026-10-03 Updated 2026-10-06
For each subset , take the Walsh character , including . Under the uniform distribution on a finite set these functions are an orthonormal basis: has mean zero unless , since the coordinates are independent fair signs. There are such functions, the full dimension of the function space.
Flipping a coordinate in changes the sign, while flipping one outside leaves the value unchanged. The total probability of a sign change is , soThe spectrum of lazy random walk on the hypercube is thereforeAll eigenvalues are nonnegative and the second largest is . Hence both the ordinary spectral gap and the absolute spectral gap equal . The requested bound in part (c) is smaller than the exact gap by a factor ; even the refined increasing-coordinate canonical paths Poincare bound loses a factor . The true optimal Poincare inequality for a reversible Markov chain constant is .