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Theorem 5.2 and Corollary 5.3 -- the coupling bound

Proved
MarkovMixing.coupling_bound

by Shuze Chen · Aug 21, 2026 · Mathlib 0df444a (Lean v4.33.1)

markov-chainsmixing-timesprobability

Let PPP be a Markov chain on a finite state space VVV with stationary distribution π\piπ, and write Pt(x,⋅)P^t(x,\cdot)Pt(x,⋅) for the distribution at time ttt started at xxx, ∥μ−ν∥TV=max⁡A⊆V∣μ(A)−ν(A)∣\|\mu-\nu\|_{TV}=\max_{A\subseteq V}|\mu(A)-\nu(A)|∥μ−ν∥TV​=maxA⊆V​∣μ(A)−ν(A)∣ for the total variation distance, and d(t)=max⁡x∥Pt(x,⋅)−π∥TVd(t)=\max_x\|P^t(x,\cdot)-\pi\|_{TV}d(t)=maxx​∥Pt(x,⋅)−π∥TV​ for the worst-case distance to stationarity. A Markovian coupling of PPP is a Markov chain on ordered pairs of states each of whose two coordinates, viewed on its own, moves according to PPP, and which keeps the two coordinates together once they coincide. For such a coupling started at the pair (x,y)(x,y)(x,y), the coupling time τcouple\tau_{\mathrm{couple}}τcouple​ is the first time the pair chain reaches the diagonal {(v,v)}\{(v,v)\}{(v,v)} — the moment the two copies meet.

Suppose a Markovian coupling Qx,yQ_{x,y}Qx,y​ of PPP is given for every pair of starting states. The theorem (Theorem 5.2 and Corollary 5.3 of Levin–Peres–Wilmer) asserts:

  1. for every pair x,yx,yx,y and time ttt, the rows of PtP^tPt are close whenever the coupling has probably met: ∥Pt(x,⋅)−Pt(y,⋅)∥TV≤Px,y{τcouple>t}\bigl\|P^t(x,\cdot)-P^t(y,\cdot)\bigr\|_{TV}\le\mathbb P_{x,y}\{\tau_{\mathrm{couple}}>t\}​Pt(x,⋅)−Pt(y,⋅)​TV​≤Px,y​{τcouple​>t};
  2. consequently d(t)≤max⁡x,yPx,y{τcouple>t}d(t)\le\max_{x,y}\mathbb P_{x,y}\{\tau_{\mathrm{couple}}>t\}d(t)≤maxx,y​Px,y​{τcouple​>t}.

This is the engine of the coupling method: to bound mixing, build a coupling that meets fast.

Preamble
import Definitions.Def_mm_coupling
Formal statement
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
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 5.2, Theorem 5.2 and Corollary 5.3, pp. 64-65

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