Proposition 11.4 -- the Matthews lower bound on cover times
ProvedMarkovMixing.matthews_lowerLet be an irreducible Markov chain on a finite state space . Write for the expected number of steps to reach from , and
for the worst-case expected cover time, being the first time the chain has visited every state.
The theorem (the Matthews lower bound, Proposition 11.4 of Levin–Peres–Wilmer) asserts: for every set with at least two states and every below all hitting times within — that is, for all distinct —
The randomized survey argument of the Matthews upper bound reverses: covering must in particular collect the hard-to-reach set , and revealing 's states in random order forces a harmonic sum of waiting times, each at least . Choosing well (spread-out states with mutual hitting times close to ) makes upper and lower bounds match up to constants.
import Definitions.Def_mm_network
namespace MarkovMixing
/-- **Proposition 11.4, the Matthews lower bound** (LPW): for any set `A` of
states and any `m` below all hitting times between distinct states of `A`,
`t_cov ≥ m (1 + 1/2 + ⋯ + 1/(|A|−1))`. -/
theorem matthews_lower {V : Type*} [Fintype V] [DecidableEq V] [Nonempty V]
(P : Matrix V V ℝ) (hP : IsStochastic P) (hirr : Irreducible P)
(A : Finset V) (hA : 2 ≤ A.card) (m : ℝ) (hm : 0 ≤ m)
(hmin : ∀ a ∈ A, ∀ b ∈ A, a ≠ b → m ≤ expSetHitTime P a {b}) :
m * ∑ k ∈ Finset.Icc 1 (A.card - 1), (1 : ℝ) / k ≤ coverTimeMax P := by
sorry
end MarkovMixing
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What the Lean code literally says, in plain math · claude-fable-5
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Let be a finite, nonempty type (with decidable equality) and let be a real matrix assumed stochastic ( everywhere and for every row ) and "irreducible" in the sense that for every pair there is some natural number with — since is permitted and is the identity, the diagonal case is automatic. For a length- vertex sequence let its weight be (equal to when ). Two custom quantities appear. (i) For , the "expected hitting time" , where is the total weight of all length- sequences starting at that avoid at every index including index — probabilistically, is the chance that the walk started at has not visited through time , so is the expected first time the walk from hits (and would be , though the theorem only ever invokes at distinct arguments). (ii) The "maximal expected cover time" , where and is the total weight of all length- sequences starting at for which some vertex is avoided at every index — i.e. is the chance the walk from has not yet visited all of by time , making the expected cover time from . The infinite series are Lean tsums, which evaluate to if the series is not summable, and the supremum over the finite nonempty is a genuine maximum. Now fix a finite subset with , and a real number with , assumed to be a lower bound on all hitting times between distinct elements of : for all with , . The theorem asserts the single non-strict inequality
i.e. times the harmonic number is at most the maximal expected cover time (the sum runs over integers from to inclusive; since this range is nonempty, and the subtraction is over the natural numbers, which is unproblematic here). The bound involves cover times over the whole state space but hitting-time hypotheses only within ; there is no assumption relating to hitting times outside , no aperiodicity or reversibility assumption, and always satisfies the hypotheses (making the conclusion the trivial statement in that case).
Confirmed by the mission captain (proposal self-audit).