Absolute relaxation time 2026-10-06
For a finite irreducible Markov chain with at least two states that is an aperiodic Markov chain and a reversible Markov chain, put and . This is the reciprocal of the absolute L2 spectral gap of a reversible Markov chain. It agrees with the reciprocal of the ordinary spectral gap for a lazy Markov chain, but need not agree when there are negative eigenvalues.
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 .