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Proposition 11.4 -- the Matthews lower bound on cover times

Proved
MarkovMixing.matthews_lower

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

markov-chainsmixing-timesprobability

Let PPP be an irreducible Markov chain on a finite state space VVV. Write Ex(τy)\mathbb E_x(\tau_y)Ex​(τy​) for the expected number of steps to reach yyy from xxx, and

tcov=max⁡x∈V Ex(τcov)t_{\mathrm{cov}}=\max_{x\in V}\ \mathbb E_x(\tau_{\mathrm{cov}})tcov​=x∈Vmax​ Ex​(τcov​)

for the worst-case expected cover time, τcov\tau_{\mathrm{cov}}τcov​ being the first time the chain has visited every state.

The theorem (the Matthews lower bound, Proposition 11.4 of Levin–Peres–Wilmer) asserts: for every set A⊆VA\subseteq VA⊆V with at least two states and every m≥0m\ge0m≥0 below all hitting times within AAA — that is, m≤Ea(τb)m\le\mathbb E_a(\tau_b)m≤Ea​(τb​) for all distinct a,b∈Aa,b\in Aa,b∈A —

tcov  ≥  m (1+12+⋯+1∣A∣−1).t_{\mathrm{cov}}\;\ge\;m\,\Bigl(1+\frac12+\cdots+\frac1{|A|-1}\Bigr).tcov​≥m(1+21​+⋯+∣A∣−11​).

The randomized survey argument of the Matthews upper bound reverses: covering must in particular collect the hard-to-reach set AAA, and revealing AAA's states in random order forces a harmonic sum of waiting times, each at least mmm. Choosing AAA well (spread-out states with mutual hitting times close to thitt_{\mathrm{hit}}thit​) makes upper and lower bounds match up to constants.

Preamble
import Definitions.Def_mm_network
Formal statement
namespace MarkovMixing

/-- **Proposition 11.4, the Matthews lower bound** (LPW): for any set `A` of
states and any `m` below all hitting times between distinct states of `A`,
`t_cov ≥ m (1 + 1/2 + ⋯ + 1/(|A|−1))`. -/
theorem matthews_lower {V : Type*} [Fintype V] [DecidableEq V] [Nonempty V]
    (P : Matrix V V ℝ) (hP : IsStochastic P) (hirr : Irreducible P)
    (A : Finset V) (hA : 2 ≤ A.card) (m : ℝ) (hm : 0 ≤ m)
    (hmin : ∀ a ∈ A, ∀ b ∈ A, a ≠ b → m ≤ expSetHitTime P a {b}) :
    m * ∑ k ∈ Finset.Icc 1 (A.card - 1), (1 : ℝ) / k ≤ coverTimeMax P := 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 11.3, Proposition 11.4, p. 145
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What the Lean code literally says, in plain math · claude-fable-5

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Let VVV be a finite, nonempty type (with decidable equality) and let PPP be a V×VV \times VV×V real matrix assumed stochastic (P(x,y)≥0P(x,y) \ge 0P(x,y)≥0 everywhere and ∑yP(x,y)=1\sum_y P(x,y) = 1∑y​P(x,y)=1 for every row xxx) and "irreducible" in the sense that for every pair x,y∈Vx, y \in Vx,y∈V there is some natural number t≥0t \ge 0t≥0 with (Pt)(x,y)>0(P^t)(x,y) > 0(Pt)(x,y)>0 — since t=0t = 0t=0 is permitted and P0P^0P0 is the identity, the diagonal case is automatic. For a length-ttt vertex sequence ω=(ω0,…,ωt)\omega = (\omega_0, \dots, \omega_t)ω=(ω0​,…,ωt​) let its weight be ∏i=0t−1P(ωi,ωi+1)\prod_{i=0}^{t-1} P(\omega_i, \omega_{i+1})∏i=0t−1​P(ωi​,ωi+1​) (equal to 111 when t=0t = 0t=0). Two custom quantities appear. (i) For a,b∈Va, b \in Va,b∈V, the "expected hitting time" h(a,b)=∑t=0∞ut(a,b)h(a,b) = \sum_{t=0}^{\infty} u_t(a,b)h(a,b)=∑t=0∞​ut​(a,b), where ut(a,b)u_t(a,b)ut​(a,b) is the total weight of all length-ttt sequences starting at ω0=a\omega_0 = aω0​=a that avoid bbb at every index including index 000 — probabilistically, utu_tut​ is the chance that the walk started at aaa has not visited bbb through time ttt, so h(a,b)h(a,b)h(a,b) is the expected first time the walk from aaa hits bbb (and h(a,a)h(a,a)h(a,a) would be 000, though the theorem only ever invokes hhh at distinct arguments). (ii) The "maximal expected cover time" tcov=sup⁡x∈VC(x)t_{\mathrm{cov}} = \sup_{x \in V} C(x)tcov​=supx∈V​C(x), where C(x)=∑t=0∞rt(x)C(x) = \sum_{t=0}^{\infty} r_t(x)C(x)=∑t=0∞​rt​(x) and rt(x)r_t(x)rt​(x) is the total weight of all length-ttt sequences starting at xxx for which some vertex y∈Vy \in Vy∈V is avoided at every index 0,…,t0, \dots, t0,…,t — i.e. rt(x)r_t(x)rt​(x) is the chance the walk from xxx has not yet visited all of VVV by time ttt, making C(x)C(x)C(x) the expected cover time from xxx. The infinite series are Lean tsums, which evaluate to 000 if the series is not summable, and the supremum over the finite nonempty VVV is a genuine maximum. Now fix a finite subset A⊆VA \subseteq VA⊆V with ∣A∣≥2|A| \ge 2∣A∣≥2, and a real number mmm with m≥0m \ge 0m≥0, assumed to be a lower bound on all hitting times between distinct elements of AAA: for all a,b∈Aa, b \in Aa,b∈A with a≠ba \ne ba=b, m≤h(a,b)m \le h(a,b)m≤h(a,b). The theorem asserts the single non-strict inequality

m⋅∑k=1∣A∣−11k  ≤  tcov,m \cdot \sum_{k=1}^{|A| - 1} \frac{1}{k} \;\le\; t_{\mathrm{cov}},m⋅k=1∑∣A∣−1​k1​≤tcov​,

i.e. mmm times the harmonic number H∣A∣−1=1+12+⋯+1∣A∣−1H_{|A|-1} = 1 + \tfrac12 + \dots + \tfrac{1}{|A|-1}H∣A∣−1​=1+21​+⋯+∣A∣−11​ is at most the maximal expected cover time (the sum runs over integers kkk from 111 to ∣A∣−1|A| - 1∣A∣−1 inclusive; since ∣A∣≥2|A| \ge 2∣A∣≥2 this range is nonempty, and the subtraction is over the natural numbers, which is unproblematic here). The bound involves cover times over the whole state space VVV but hitting-time hypotheses only within AAA; there is no assumption relating mmm to hitting times outside AAA, no aperiodicity or reversibility assumption, and m=0m = 0m=0 always satisfies the hypotheses (making the conclusion the trivial statement 0≤tcov0 \le t_{\mathrm{cov}}0≤tcov​ in that case).

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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