Lemma 1.6 -- the period is constant on an irreducible chain
OpenMarkovMixing.period_eq_of_irreducibleFor a stochastic irreducible matrix on a finite state space, all states have the same period: for all . (The period is encoded as the largest common divisor of the return-time set, which equals the gcd when the return set is nonempty -- as irreducibility and stochasticity guarantee.) This makes the period of the chain well defined.
import Definitions.Def_mm_basic
namespace MarkovMixing
/-- **Lemma 1.6** (LPW): for an irreducible chain, all states have the same
period, so the period of the chain is well defined. -/
theorem period_eq_of_irreducible {V : Type*} [Fintype V] [DecidableEq V]
(P : Matrix V V ℝ) (hP : IsStochastic P) (hirr : Irreducible P) (x y : V) :
period P x = period P y := by
sorry
end MarkovMixing
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What the Lean code literally says, in plain math · claude-fable-5
For any finite type (with decidable equality; may be empty, in which case the statement is vacuous since it takes two elements of as arguments), any matrix of real numbers indexed by that is stochastic — meaning for all and every row sums to one, for all — and that is irreducible in the following sense: for every pair there exists a natural number with (note is allowed, so the diagonal case holds automatically because is the identity matrix), the theorem asserts that for all the period of at equals the period at : . Here the period at a state is defined via the return set , as the supremum, taken in the natural numbers, of the set of common divisors of :
When is nonempty this supremum is the greatest common divisor of the return times (the set of common divisors is finite, and its largest element is the gcd, since is excluded by the condition ). When is empty (the state never returns to itself with positive probability at any time ), every natural number is vacuously a common divisor, the set of common divisors is unbounded, and the supremum operator on assigns the junk value , so in that case . The conclusion is exactly the equality of these two natural numbers for the two given states and , under the stochasticity and irreducibility hypotheses stated above.
Confirmed by the mission captain (proposal self-audit).