Theorem 5.2 and Corollary 5.3 -- the coupling bound
ProvedMarkovMixing.coupling_boundLet be a Markov chain on a finite state space with stationary distribution , and write for the distribution at time started at , for the total variation distance, and for the worst-case distance to stationarity. A Markovian coupling of is a Markov chain on ordered pairs of states each of whose two coordinates, viewed on its own, moves according to , and which keeps the two coordinates together once they coincide. For such a coupling started at the pair , the coupling time is the first time the pair chain reaches the diagonal — the moment the two copies meet.
Suppose a Markovian coupling of is given for every pair of starting states. The theorem (Theorem 5.2 and Corollary 5.3 of Levin–Peres–Wilmer) asserts:
- for every pair and time , the rows of are close whenever the coupling has probably met: ;
- consequently .
This is the engine of the coupling method: to bound mixing, build a coupling that meets fast.
import Definitions.Def_mm_coupling
namespace MarkovMixing
/-- **Theorem 5.2 and Corollary 5.3** (LPW): if each pair of starting states
carries a Markovian coupling of the chain (staying together after meeting),
then `‖P^t(x,·) − P^t(y,·)‖_TV ≤ P_{x,y}{τ_couple > t}`, and hence
`d(t) ≤ max_{x,y} P_{x,y}{τ_couple > t}`, where `τ_couple` is the hitting
time of the diagonal for the pair chain. -/
theorem coupling_bound {V : Type*} [Fintype V] [DecidableEq V] [Nonempty V]
(P : Matrix V V ℝ) (hP : IsStochastic P)
(π : V → ℝ) (hπ : IsStationary P π)
(Q : V → V → Matrix (V × V) (V × V) ℝ)
(hQ : ∀ x y : V, IsMarkovianCoupling P (Q x y)) (t : ℕ) :
(∀ x y : V, tvDist (rowDist P t x) (rowDist P t y) ≤
setAvoidTailProb (Q x y) (x, y) (pairDiagonal V) t) ∧
distStationary P π t ≤
⨆ p : V × V, setAvoidTailProb (Q p.1 p.2) p (pairDiagonal V) t := by
sorry
end MarkovMixing