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After graduating as Senior Wrangler in 1902 he worked for a Smith's prize. Results similar to those he obtained were, unfortunately, published in a French journal before he had submitted. He started work on a new topic submitting a winning entry on matrices for the Smith's prize of 1904.
In 1904 not only was he elected to a Fellowship at St John's but he also became a lecturer at Liverpool University. While at Liverpool he collaborated with Bateman.
Until 1907 he worked both in Liverpool and in Cambridge. Then he moved to University College London where he worked under Pearson. He wrote on linear differential equations, prompted by Pearson's work and other work related to statistics.
Although Cunningham's early papers were on analysis, he was soon to change topic. While at Cambridge, he had read Larmor's famous book Aether and Matter and then, in 1905, after reading Einstein's paper on special relativity, he began to work on that topic. Cunningham published The Principle of Relativity in 1914, the first English book on the topic. Many papers on relativity followed.
In fact Cunningham had returned to St John's College Cambridge in 1911, at the invitation of Baker. His work in Cambridge was interrupted by World War I when he worked on the land rather than join the army. Of course during this period he found it hard to keep in touch with developments in relativity theory which took place in Germany. After this he never returned to major research projects and spent the rest of his career as an enthusiastic teacher of mathematics at Cambridge. Cunningham himself blamed the administrative work for his lack of research, saying that it
for some years came between me and any freedom to follow up and keep abreast of the extremely rapid advance of science.Reference (One book/article)