Harris ergodic chains are strongly mixing: (Jones Thm 2(i))
ProvedMarkovChainCLT.strongly_mixing_of_harrisLet be a Markov chain with transition kernel , Harris ergodic with invariant probability , and consider its stationary version (initial distribution ). Then the chain is strongly mixing:
where is the strong mixing coefficient of the coordinate process.
This is the bridge that makes the entire classical theory of CLTs for mixing sequences applicable to Markov chain Monte Carlo.
Formalization Note "Harris ergodic" is encoded by its total-variation characterization: is invariant for and for every starting point (equivalent to the classical aperiodic, -irreducible, positive Harris recurrent definition; the "every " quantifier is exactly the Harris property). Convergence in distribution is weak convergence of laws, and is read as the point mass at , which absorbs the source's "" caveat. The -algebra of the state space is additionally assumed countably generated, the standard general-state-space setting of Meyn and Tweedie.
import Definitions.Def_MarkovErgodicity import Definitions.Def_MarkovChainPathMeasure import Definitions.Def_MixingCoefficients open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal Topology ProbabilityTheory /-- **Theorem 2, part 1**: the stationary version of a Harris ergodic chain is strongly mixing: `α(n) → 0`. -/
theorem MarkovChainCLT.strongly_mixing_of_harris {X : Type*} [MeasurableSpace X]
[MeasurableSpace.CountablyGenerated X]
(P : Kernel X X) [IsMarkovKernel P] (π : Measure X) [IsProbabilityMeasure π]
(hP : HarrisErgodic P π) :
Tendsto (fun n => alphaMixingCoef (chainMeasure P π) (fun i ω => ω i) n)
atTop (𝓝 0) := by sorry
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What the Lean code literally says, in plain math · claude-fable-5
Let be a type with a countably generated σ-algebra (MeasurableSpace.CountablyGenerated: generated by countably many sets), a Markov kernel from to itself (each a probability measure), and a probability measure on . The single substantive hypothesis is Harris ergodicity: is invariant for , and for every starting point , as , where is the -fold kernel iterate ( = identity) and (a real supremum, values of measures converted to reals, no factor ). The conclusion is a pure limit statement with no rate: as , where is the bundle's α-mixing coefficient of the coordinate process under the stationary path measure — the Ionescu–Tulcea measure on of the chain started from the invariant law itself (, ). Unfolded, is the supremum (real sSup) of the set of numbers taken over all split points , all events measurable with respect to the σ-algebra generated by the coordinates , and all events measurable with respect to the σ-algebra generated by the coordinates (measure values converted to reals; the supremum over is built into the definition, so the coefficient is uniform over the split point). This set always contains (take ), and for a probability measure it is bounded, so the real supremum is the honest one; by Lean's convention sSup of an empty or unbounded set of reals would be .
Confirmed by the mission captain (proposal self-audit).