Positivity of the bottleneck constant
ProvedMarkovMixing.bottleneckStar_posmarkov-chainsmixing-timesprobability
Let be an irreducible Markov chain on a finite state space containing at least two states, and let be a stationary distribution. Then its bottleneck constant is strictly positive:
Finiteness and irreducibility ensure that every nonempty set of stationary mass at most one half has a positive-probability transition crossing its boundary; the minimum of the finitely many resulting positive ratios is positive.
Preamble
import Definitions.Def_mm_lower
Formal statement
namespace MarkovMixing
/-- An irreducible finite Markov chain on at least two states has strictly positive bottleneck constant. -/
theorem bottleneckStar_pos {V : Type*} [Fintype V] [DecidableEq V] [Nonempty V]
(hV : 2 ≤ Fintype.card V) (P : Matrix V V ℝ) (hP : IsStochastic P)
(hirr : Irreducible P) (π : V → ℝ) (hπ : IsStationary P π) :
0 < bottleneckStar P π := by
sorry
end MarkovMixingSource
D. A. Levin, Y. Peres, E. L. Wilmer, Markov Chains and Mixing Times, AMS 2009, Section 7.2, definition (7.6), and Chapter 17, Theorem 17.10, https://pages.uoregon.edu/dlevin/MARKOV/markovmixing.pdf