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Theorem 9.12 -- Rayleigh's monotonicity law

Proved
MarkovMixing.rayleigh_monotonicity

by Shuze Chen · Aug 21, 2026 · Mathlib 0df444a (Lean v4.33.1)

markov-chainsmixing-timesprobability

Let ccc and c′c'c′ be two networks on the same finite vertex set — symmetric nonnegative conductance functions, each with strictly positive total conductance c(x)=∑yc(x,y)c(x)=\sum_yc(x,y)c(x)=∑y​c(x,y) at every vertex and an irreducible associated walk P(x,y)=c(x,y)/c(x)P(x,y)=c(x,y)/c(x)P(x,y)=c(x,y)/c(x). For distinct vertices a≠za\ne za=z, the effective resistance Rc(a↔z)R_c(a\leftrightarrow z)Rc​(a↔z) is defined through the voltage W(x)=Px{τa<τz}W(x)=\mathbb P_x\{\tau_a<\tau_z\}W(x)=Px​{τa​<τz​} and the current ∥I∥=∑yc(a,y)[W(a)−W(y)]\|I\|=\sum_yc(a,y)[W(a)-W(y)]∥I∥=∑y​c(a,y)[W(a)−W(y)] as Rc(a↔z)=∥I∥−1R_c(a\leftrightarrow z)=\|I\|^{-1}Rc​(a↔z)=∥I∥−1.

The theorem (Rayleigh's Monotonicity Law, Theorem 9.12 of Levin–Peres–Wilmer) asserts: if c′(x,y)≤c(x,y)c'(x,y)\le c(x,y)c′(x,y)≤c(x,y) on every edge — resistances are only increased — then

Rc(a↔z)  ≤  Rc′(a↔z).R_c(a\leftrightarrow z)\;\le\;R_{c'}(a\leftrightarrow z).Rc​(a↔z)≤Rc′​(a↔z).

Decreasing conductances can only increase effective resistance. Deceptively simple, this is one of the most-used facts of the theory: it lets one bound resistances in a complicated network by deleting edges (setting conductances to zero) or by comparison with a tractable subnetwork, and through the commute-time identity it transfers to monotonicity statements for hitting times.

Preamble
import Definitions.Def_mm_network
Formal statement
namespace MarkovMixing

/-- **Theorem 9.12, Rayleigh's Monotonicity Law** (LPW): decreasing
conductances (increasing resistances) can only increase the effective
resistance: if `c' ≤ c` edgewise, then `R_c(a↔z) ≤ R_{c'}(a↔z)`. -/
theorem rayleigh_monotonicity {V : Type*} [Fintype V] [DecidableEq V]
    (c c' : V → V → ℝ) (hc : IsConductance c) (hc' : IsConductance c')
    (hpos : ∀ x : V, 0 < vertexConductance c x)
    (hpos' : ∀ x : V, 0 < vertexConductance c' x)
    (hirr : Irreducible (networkWalk c)) (hirr' : Irreducible (networkWalk c'))
    (hle : ∀ x y : V, c' x y ≤ c x y) (a z : V) (haz : a ≠ z) :
    effectiveResistance c a z ≤ effectiveResistance c' a z := 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 9.4, Theorem 9.12, p. 123

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