Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 215 4 c Solution Created 2026-10-03 Updated 2026-10-06
The reference kernel printed in the hint has total mass , so it is not a Markov kernel. We explicitly replace it by the normalized random transposition shuffle: choose two positions independently and uniformly and swap them. Its probabilities areThese sum to one, and its ordinary spectral gap is , the value intended in the hint. This value can also be certified by the Aldous spectral gap theorem: the single-label generator has rate between distinct positions, so on centered functions it acts as multiplication by . Both shuffles have the same uniform distribution on a finite set as stationary distribution.
We use the Canonical paths comparison theorem in the following precise form. For two finite reversible Markov chains with the same positive stationary distribution , route each directed transition of along a positive-capacity path of . Ifthen and . Indeed, telescope each difference along its path, apply the Cauchy-Schwarz inequality, and sum with weights . The load definition gives the Dirichlet form of a Markov chain inequality; the common variance denominator then gives the spectral gap inequality. Identity transitions use empty paths.
Put . A transposition is routed using the wordof length . Each generator occurs at most twice; write its occurrence count as . For a fixed directed adjacent edge and each occurrence of in a word, there is exactly one starting permutation whose translated word crosses this edge at that occurrence. This follows because right multiplication by the prefix is a bijection of the symmetric group. Hence the uniform stationary factors cancel in the comparison load, leavingThe crude bounds , , and imply . ThereforeOnly pairs with contribute, and there are of these. Keeping this restriction gives the stronger and . Neither comparison bound needs the exact adjacent-shuffle spectral gap; the normalization repair of the reference kernel is essential.
Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 1 41E b Solution Created 2026-09-24 Updated 2026-10-03
False under the hypotheses as printed. Nonzero coefficients do not ensure the two-column dominant-subspace condition.
For a counterexample, take , eigenvaluesand an orthonormal eigenbasis for whichThe two displayed coefficient vectors are orthonormal and can be completed to an orthogonal matrix, so such a real symmetric matrix exists. Every and is nonzero, butIndeed, with ,is a nonzero multiple of , while the remaining direction in
isThusBy the simultaneous iteration interpretation of the QR algorithm, the leading two columns of the accumulated factor span this same space. The leading block is therefore an orthogonal-coordinate representation of the compression of to this space. Sincewe havefor every relevant , rather than . Hence the requested Hausdorff convergence does not hold.
isThusBy the simultaneous iteration interpretation of the QR algorithm, the leading two columns of the accumulated factor span this same space. The leading block is therefore an orthogonal-coordinate representation of the compression of to this space. Sincewe havefor every relevant , rather than . Hence the requested Hausdorff convergence does not hold.
For completeness, the intended statement becomes true if one addsLet consist of the first two columns of . The Accumulated QR factorization identity givesAfter division by , every component along
tends to zero because of the strict spectral gap, while makes the two surviving dominant components independent. Therefore these two-dimensional subspaces converge to the dominant invariant subspaceThere are two-by-two orthogonal matrices such thatBecauseup to the harmless index convention at , we obtainin the matrix 2-norm. Orthogonal similarity preserves the spectrum, and the stated spectral perturbation bound now gives
tends to zero because of the strict spectral gap, while makes the two surviving dominant components independent. Therefore these two-dimensional subspaces converge to the dominant invariant subspaceThere are two-by-two orthogonal matrices such thatBecauseup to the harmless index convention at , we obtainin the matrix 2-norm. Orthogonal similarity preserves the spectrum, and the stated spectral perturbation bound now gives
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 215 3 a Solution 2026-09-28
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 216 3 a Solution Created 2026-09-28 Updated 2026-10-03
Markov chain Monte Carlo asymptotic variance for a stationary Markov chain and iswhenever the limit and series exist. If a reversible Markov chain has positive spectral gap , then the spectral theorem for normal operators on a separable Hilbert space gives
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 216 3 e Solution 2026-09-28
Part c gives the integral representationThe integrand vanishes on the diagonal . Thus the assumed off-diagonal Peskun ordering impliesfor every .
On the mean-zero subspace, the variational characterization of the spectral gap of a positive reversible kernel isIt follows immediately thatEquivalently, the energy inequality says in the Löwner order on . Positivity permits the operator monotonicity of the square root and hence ; the spectral representations in the question identify the top spectral values and give the same gap inequality.
Past exam of the mathematics course of the University of Cambridge 2024 ii Paper 4 40A a Solution Created 2026-09-24 Updated 2026-09-25
The power method starts from and iteratesIf the eigenvalue of largest modulus is separated by a spectral gap and the initial vector is nonorthogonal to a corresponding eigenvector, the iterates converge in direction to that eigenvector.
Inverse iteration with shift instead solvesIt applies the power method to and therefore finds an eigenvector whose eigenvalue is closest to .
Past exam of the mathematics course of the University of Cambridge 2025 ii Paper 1 41D b ii Solution Created 2026-09-24 Updated 2026-10-03
The first row of the tridiagonal eigenvalue equation isIn the generic case , the two dominant coefficient vectors are independent, sinceHere , since otherwise the displayed eigenvalue equation and the nonzero would force all eigenvalues to equal . The strict spectral gap below the dominant pair now impliesThis is two-dimensional subspace iteration. If the dominant eigenvalue is repeated, acts as a scalar on ; the same QR argument either captures all of or separates its missing direction from the strictly smaller eigenspaces, and the conclusion below is unchanged.
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
For a finite irreducible Markov chain with at least two states satisfying detailed balance, its Dirichlet form of a Markov chain obeysExpand in an orthonormal eigenbasis. The denominator is , and the numerator is . Their ratio is at least and equality holds for the second eigenfunction. Thus the optimal Poincare inequality for a reversible Markov chain constant is , for the ordinary rather than absolute spectral gap.
Power method Created 2026-09-24 Updated 2026-09-24
Iterate . With a unique dominant eigenvalue separated by a spectral gap and a starting vector that is nonorthogonal to its eigenvector, the directions converge at the spectral-ratio rate.
Random transposition shuffle 2026-10-06
Choose two positions independently and uniformly from and swap them. This Markov chain on the symmetric group holds with probability and assigns probability to each unordered transposition. Its stationary distribution is uniform, and its ordinary spectral gap is for . The latter follows from the Aldous spectral gap theorem: the single-label continuous-time Markov chain has rate between every pair of positions, whose mean-zero eigenvalues are all .
Relaxation time Created 2026-09-24 Updated 2026-09-24
The relaxation time of a finite reversible lazy Markov chain is the reciprocal of its spectral gap: .
Spectral filtering of Hamiltonian terms 2026-10-06
A real nonnegative normalized filter defines . In an energy eigenbasis, it multiplies each matrix element by . A Fourier cutoff at the spectral gap removes couplings between a unique ground state and excitations. The filtered terms still sum to , because the total Hamiltonian is unchanged by its own unitary time evolution. Each term commutes with the ground projector, but need not be minimized there.
For the random adjacent transposition shuffle with , the generator is the interchange process on a path graph with each edge rate . The Aldous spectral gap theorem reduces its spectral gap to that of the single-label random walk. The eigenfunctions , for , have generator eigenvalues ; direct substitution verifies both the interior and endpoint equations. Consequently .
Spectrum of a path propagation Hamiltonian 2026-10-06
For a path with vertices and edge weight , the eigenvalues are , . The corresponding coefficients are proportional to . The zero mode is uniform, and the spectral gap is at least . The endpoint difference equations use reflecting ghost values, not periodic ones.
For random walk on that chooses a coordinate uniformly and flips it with probability , the Walsh characters form an orthonormal eigenbasis under the uniform distribution on a finite set. Flipping a coordinate in negates , so . Hence has multiplicity , and the ordinary and absolute spectral gaps both equal .
Weighted Poincare inequality 2026-10-03
For a probability density function on a domain, a weighted Poincare inequality has the formThe optimal is the spectral gap of the associated weighted diffusion operator.