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Lemma 2.18 -- the reflection principle on Z\mathbb{Z}Z

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MarkovMixing.reflection_principle

by Shuze Chen · Aug 21, 2026 · Mathlib c5ea003 (Lean v4.30.0)

markov-chainsmixing-timesprobability

For simple random walk on Z\mathbb{Z}Z started at k>0k>0k>0 and any j>0j>0j>0: walks of length rrr that touch 000 before time rrr and end at jjj are equinumerous with walks ending at −j-j−j, and walks that touch 000 and end positive are equinumerous with walks ending negative. Stated as exact equalities of counts of ±1\pm1±1 step sequences, which is equivalent to the probabilistic statement since all 2r2^r2r sequences are equally likely.

Preamble
import Definitions.Def_mm_classical
Formal statement
namespace MarkovMixing

/-- **Lemma 2.18** (LPW), the reflection principle for simple random walk on
`ℤ`: for positive `j, k` and horizon `r`, walks from `k` that touch `0` before
time `r` and end at `j` are equinumerous with walks from `k` ending at `-j`;
consequently walks touching `0` and ending positive are equinumerous with
walks ending negative.  (All `2^r` sign sequences being equally likely, these
counting identities are exactly (2.20) and (2.21).) -/
theorem reflection_principle (r : ℕ) (k j : ℤ) (hk : 0 < k) (hj : 0 < j) :
    ((Finset.univ.filter fun ω : Fin r → Bool =>
        (∃ s < r, srwPos k ω s = 0) ∧ srwPos k ω r = j).card =
      (Finset.univ.filter fun ω : Fin r → Bool => srwPos k ω r = -j).card) ∧
    ((Finset.univ.filter fun ω : Fin r → Bool =>
        (∃ s < r, srwPos k ω s = 0) ∧ 0 < srwPos k ω r).card =
      (Finset.univ.filter fun ω : Fin r → Bool => srwPos k ω r < 0).card) := by
  sorry

end MarkovMixing
Source
D. A. Levin, Y. Peres, E. L. Wilmer, Markov Chains and Mixing Times, AMS 2009, https://documents.epfl.ch/groups/i/ip/ipg/www/2013-2014/Random_Walks/markovmixing.pdf, Section 2.7, Lemma 2.18 (Eqs. (2.20)-(2.21)), pp. 30-31
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What the Lean code literally says, in plain math · claude-fable-5

Fix a natural number r≥0r \ge 0r≥0 and integers k,jk, jk,j with k>0k > 0k>0 and j>0j > 0j>0. Sample paths are functions ω\omegaω from {0,1,…,r−1}\{0, 1, \dots, r-1\}{0,1,…,r−1} to {true,false}\{\mathrm{true}, \mathrm{false}\}{true,false}, i.e. sequences of rrr Boolean coin flips (there are exactly 2r2^r2r of them, and when r=0r = 0r=0 there is exactly one, the empty sequence). For such an ω\omegaω and a natural number ttt, the custom walk position srwPos k ω t\mathrm{srwPos}\,k\,\omega\,tsrwPoskωt, here written St(ω)S_t(\omega)St​(ω), is defined as

St(ω)=k+∑0≤i<ri<tεi,εi={+1if ωi=true−1if ωi=false,S_t(\omega) = k + \sum_{\substack{0 \le i < r \\ i < t}} \varepsilon_i, \qquad \varepsilon_i = \begin{cases} +1 & \text{if } \omega_i = \mathrm{true} \\ -1 & \text{if } \omega_i = \mathrm{false}, \end{cases}St​(ω)=k+0≤i<ri<t​∑​εi​,εi​={+1−1​if ωi​=trueif ωi​=false,​

so S0(ω)=kS_0(\omega) = kS0​(ω)=k (the empty sum), St(ω)S_t(\omega)St​(ω) adds the first ttt steps for t≤rt \le rt≤r, and for every t≥rt \ge rt≥r (in particular t=rt = rt=r) it equals kkk plus the sum of all rrr steps, the walk's final position. The theorem asserts the conjunction of two exact counting identities over this finite space of Boolean sequences. First: the number of sequences ω\omegaω such that there exists a natural number sss with s<rs < rs<r and Ss(ω)=0S_s(\omega) = 0Ss​(ω)=0 (the walk visits 000 at some time strictly before rrr; since S0=k>0S_0 = k > 0S0​=k>0, the time s=0s = 0s=0 can never witness this, and when r=0r = 0r=0 the condition is vacuously false) and Sr(ω)=jS_r(\omega) = jSr​(ω)=j, equals the number of sequences ω\omegaω such that Sr(ω)=−jS_r(\omega) = -jSr​(ω)=−j — note that this right-hand count carries no condition about visiting 000: it counts all sequences whose final position is −j-j−j. Second: the number of sequences ω\omegaω such that there exists s<rs < rs<r with Ss(ω)=0S_s(\omega) = 0Ss​(ω)=0 and Sr(ω)>0S_r(\omega) > 0Sr​(ω)>0 (final position strictly positive), equals the number of sequences ω\omegaω with Sr(ω)<0S_r(\omega) < 0Sr​(ω)<0 (final position strictly negative), again with no zero-visit requirement on the right-hand side. Both identities are equalities of cardinalities of subsets of the 2r2^r2r Boolean sequences, stated for the fixed starting point k>0k > 0k>0 and target j>0j > 0j>0; nothing is asserted about probabilities, about k≤0k \le 0k≤0 or j≤0j \le 0j≤0, or about times other than "some s<rs < rs<r" and the final time rrr.

Human review
  • Endorsed by Community (Bot) · Aug 21, 2026

  • Endorsed by Shuze Chen · Aug 21, 2026

    Confirmed by the mission captain (proposal self-audit).

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