Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 215 2 c Solution Created 2026-10-03 Updated 2026-10-06
Let be the number of states and putThe absolute L2 spectral gap of a reversible Markov chain is ; in this question the relaxation time means the absolute relaxation time. For a nonlazy reversible Markov chain, it may differ from the reciprocal of the ordinary spectral gap . For a finite irreducible Markov chain that is an aperiodic Markov chain, .
For , choose a real eigenfunction whose eigenvalue has modulus , and an initial state maximizing . It has , and the definition of total variation distance impliesThis is the eigenvalue lower bound for total variation mixing, . At , for ,The second inequality follows from , the supplied inequality with . Since ,When the left side is zero, so no logarithm of zero is needed. For the left side is nonpositive and the conclusion is automatic. A one-state chain has mixing time zero; with the convention the bound is again trivial.
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 215 1 a Solution Created 2026-09-28 Updated 2026-10-03
The laziness of makes all its eigenvalues nonnegative. WriteThe relaxation time isIf is an orthonormal eigenbasis of with , the spectral decomposition is
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 215 4 c Solution Created 2026-09-28 Updated 2026-10-03
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 215 3 a ii Solution Created 2026-09-24 Updated 2026-10-03
For a finite reversible lazy chain, the relaxation time is , where is the spectral gap. Its spectral profile isThe variational characterization of the spectral gap isEvery class is contained in the class over which this last infimum is taken, so and . Therefore
Path congestion 2026-10-14
For a family of transition graph paths, path congestion is the largest, over transitions, ratio of routed pair weight times path length to stationary transition capacity. The canonical paths Poincare bound makes this an upper bound on the relaxation time.