Proposition 7.8 -- the distinguishing statistic bound
ProvedMarkovMixing.distinguishing_statistic_nondegenerateLet and be two probability distributions on a finite set , and let be any real-valued statistic. Write and for the mean and variance of under , and likewise for , and set
the average of the two variances. Assume the statistic actually tells the two distributions apart in the mean: . The total variation distance is , the largest discrepancy the two distributions assign to any event.
The theorem (Levin–Peres–Wilmer, Proposition 7.8) asserts: if the statistic separates the two means by at least standard deviations,
then the distributions themselves are far apart:
This is the standard route to a mixing-time lower bound. To show a chain is far from stationarity at time , one need not analyze the whole distribution: it is enough to find a single statistic whose mean shifts by many standard deviations between and . The bound is scale-free — only the ratio "mean gap over standard deviation" matters — and it improves with , approaching as ; a separation of standard deviations already forces the two distributions to disagree on some event with probability at least .
A note on the hypothesis . It does not appear in the proposition as printed, but it is exactly what the proof assumes: the argument opens by assuming the two means are distinct and concludes through , where . Without a non-degeneracy assumption the statement is false as written: if has zero variance under both distributions and the two means agree, then the hypothesis reads and holds for every , while the conclusion demands a positive lower bound on a total variation distance that may be — take the point mass on a one-point space, and . Distinct means also keep strictly positive, which is what the final step of the proof divides by. Nothing is lost in applications: a statistic with equal means separates nothing, and the bound it would give at the only admissible is the vacuous .
import Definitions.Def_mm_lower import Mathlib.Analysis.SpecialFunctions.Sqrt
namespace MarkovMixing
/-- **Proposition 7.8** (LPW): if a statistic `f` separates the means of `μ`
and `ν` by `r` standard deviations, in the sense that
`|E_μ(f) − E_ν(f)| ≥ r σ` with `σ² = [Var_μ(f) + Var_ν(f)]/2`, then
`‖μ − ν‖_TV ≥ 1 − 4/(4 + r²)`.
The hypothesis that the two means differ does not appear in LPW's printed
statement, but their proof assumes it: it opens with "assume that
`m_α > m_β`" and concludes through `‖α − β‖_TV ≥ 1 − σ²/(σ² + M²)`, where
`M = |E_μ(f) − E_ν(f)|/2`. Without a non-degeneracy assumption the
proposition as printed is false — when `f` has zero variance under both
distributions *and* the two means agree, `(7.18)` reads `r · 0 ≤ 0` and holds
for every `r`, while the conclusion demands a positive lower bound on a total
variation distance that can be `0` (take `μ` and `ν` both the point mass on a
one-point space, `f = 0`, `r = 5`). Requiring `E_μ(f) ≠ E_ν(f)` is exactly
the proof's own assumption, and it also keeps `σ² + M²` positive. -/
theorem distinguishing_statistic_nondegenerate {V : Type*} [Fintype V] [DecidableEq V]
(μ ν : V → ℝ) (hμ : IsDist μ) (hν : IsDist ν) (f : V → ℝ)
(hmean : distExp μ f ≠ distExp ν f)
(r : ℝ) (hr : 0 ≤ r)
(h : r * Real.sqrt ((distVar μ f + distVar ν f) / 2) ≤
|distExp μ f - distExp ν f|) :
1 - 4 / (4 + r ^ 2) ≤ tvDist μ ν := by
sorry
end MarkovMixing