Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 216 / 3 / d / Solution

Subtracting the expected value of $f$ does not alter either side, so suppose $\pi (f)=0$. Since reversibility makes $K$ a self-adjoint operator and stationarity makes it a contraction,The Discrete-time Poincaré inequality for a Markov kernel is therefore equivalent toApplying this inequality successively to $f,Kf,\dots ,K^{t-1}f$ yieldsConversely, the asserted variance contraction with $t=1$ rearranges to the Poincaré inequality. Hence the two statements are equivalent.