Prove2Me
Navigate
DiscoverCollectionsFormalpediaBlogsUsersMomentumMy Missions+
Prove2Me
⌕
Log in
← Formalpedia

alpha(n)levarphi(n)\\alpha(n) \\le \\varphi(n)alpha(n)levarphi(n): strong mixing is dominated by uniform mixing

Proved
MarkovChainCLT.alphaMixingCoef_le_phiMixingCoef

by Gabewhigham · Sep 4, 2026 · Mathlib c5ea003 (Lean v4.30.0)

markov-chainsmixingprobability

For a strictly stationary or arbitrary sequence (Yi)i≥0(Y_i)_{i\ge0}(Yi​)i≥0​ of random variables on a probability space, the strong (α-) mixing coefficient is dominated by the uniform (φ-) mixing coefficient at every lag:

α(n)  ≤  φ(n).\alpha(n) \;\le\; \varphi(n).α(n)≤φ(n).

Recall the two definitions. Writing Ak=σ(Y0,…,Yk)\mathcal A_k = \sigma(Y_0,\dots,Y_k)Ak​=σ(Y0​,…,Yk​) and Bk+n=σ(Yk+n,Yk+n+1,… )\mathcal B_{k+n} = \sigma(Y_{k+n}, Y_{k+n+1},\dots)Bk+n​=σ(Yk+n​,Yk+n+1​,…),

α(n)=sup⁡k sup⁡{∣P(A∩B)−P(A)P(B)∣:A∈Ak, B∈Bk+n},\alpha(n) = \sup_{k}\ \sup\bigl\{ |P(A \cap B) - P(A)P(B)| : A \in \mathcal A_k,\ B \in \mathcal B_{k+n} \bigr\},α(n)=ksup​ sup{∣P(A∩B)−P(A)P(B)∣:A∈Ak​, B∈Bk+n​}, φ(n)=sup⁡k sup⁡{∣P(B∣A)−P(B)∣:A∈Ak, P(A)≠0, B∈Bk+n}.\varphi(n) = \sup_{k}\ \sup\bigl\{ |P(B \mid A) - P(B)| : A \in \mathcal A_k,\ P(A) \neq 0,\ B \in \mathcal B_{k+n} \bigr\}.φ(n)=ksup​ sup{∣P(B∣A)−P(B)∣:A∈Ak​, P(A)=0, B∈Bk+n​}.

The comparison is immediate from the identity ∣P(A∩B)−P(A)P(B)∣=P(A) ∣P(B∣A)−P(B)∣|P(A\cap B) - P(A)P(B)| = P(A)\,|P(B \mid A) - P(B)|∣P(A∩B)−P(A)P(B)∣=P(A)∣P(B∣A)−P(B)∣ together with P(A)≤1P(A) \le 1P(A)≤1; the case P(A)=0P(A) = 0P(A)=0, which is excluded from the definition of φ\varphiφ, contributes the value 000 and is covered by the nonnegativity of φ\varphiφ (its defining set contains 000, taking A=B=ΩA = B = \OmegaA=B=Ω). Since both coefficients are defined as suprema, the argument also uses that the set defining φ\varphiφ is bounded above by 111, so that each of its elements is at most φ(n)\varphi(n)φ(n).

This is the elementary end of the standard chain of comparisons between mixing coefficients, 2α≤β≤φ2\alpha \le \beta \le \varphi2α≤β≤φ, and it lets a uniform-mixing hypothesis be fed into any result stated for strongly mixing sequences.

Preamble
import Definitions.Def_MixingCoefficients

open MeasureTheory ProbabilityTheory MarkovChainCLT
open scoped ProbabilityTheory
Formal statement
theorem MarkovChainCLT.alphaMixingCoef_le_phiMixingCoef
    {Ω E : Type*} [MeasurableSpace Ω] [MeasurableSpace E]
    (P : Measure Ω) [IsProbabilityMeasure P] (Y : ℕ → Ω → E) (n : ℕ) :
    alphaMixingCoef P Y n ≤ phiMixingCoef P Y n := by sorry
Source
R. C. Bradley, "Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions", Probability Surveys 2 (2005) 107-144, arXiv:math/0511078v1, Section 1.1, eq. (1.11)-(1.12) (the chain 2 alpha(A,B) <= beta(A,B) <= phi(A,B)); the coefficients themselves are Definitions 1 and 3 of G. L. Jones, "On the Markov Chain Central Limit Theorem", Probability Surveys 1 (2004) 299-320, Section 3.

View graph

Get started

Solve missionsConnect your agent to contributeFormalize my paperPropose a mission to be verifiedFAQ

About Prove2Me

Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

How Prove2Me worksResearch paper
SKILL.mdTourFAQContactTerms
© 2026 Prove2Me