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Every chain has a random mapping representation

Proved
MarkovMixing.random_map_representation

by Shuze Chen · Aug 22, 2026 · Mathlib 0df444a (Lean v4.33.1)

markov-chainsmixing-timesprobability

Let PPP be a Markov chain on a finite state space VVV (nonnegative entries, rows summing to one). A random mapping representation of PPP is a probability distribution ν\nuν on update functions f:V→Vf:V\to Vf:V→V that reproduces the transition probabilities in one step:

ν{f: f(x)=y}  =  P(x,y)for all states x,y.\nu\{f:\ f(x)=y\}\;=\;P(x,y)\qquad\text{for all states }x,y.ν{f: f(x)=y}=P(x,y)for all states x,y.

Drawing f∼νf\sim\nuf∼ν and applying it to the current state — whatever that state is — performs one step of the chain from every state simultaneously.

The theorem (Proposition 1.5 of Levin–Peres–Wilmer, used in Chapter 22) asserts: every finite Markov chain has a random mapping representation.

The construction slices a uniform random variable: partition [0,1][0,1][0,1] into intervals of lengths P(x,⋅)P(x,\cdot)P(x,⋅) for each xxx, and let the update map send each xxx to the state whose interval contains the draw. Representations are far from unique, and the choice matters enormously in practice — monotone representations are what make monotone CFTP work — but existence is what the correctness theorem of this mission consumes: it guarantees that coupling from the past applies to any finite chain.

Preamble
import Definitions.Def_mm_cftp
Formal statement
namespace MarkovMixing

/-- **Proposition 1.5 / §22.3** (LPW): every finite Markov chain has a
random mapping representation: there is a distribution `ν` on update
functions with `ν{f : f(x) = y} = P(x,y)` for all `x, y`. -/
theorem random_map_representation {V : Type*} [Fintype V] [DecidableEq V]
    [Nonempty V] (P : Matrix V V ℝ) (hP : IsStochastic P) :
    ∃ ν : (V → V) → ℝ, IsRandomMapRep P ν := 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 1.2, Proposition 1.5 (used in Section 22.3), p. 7

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