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Mixing bounds from path coupling

Proved
MarkovMixing.path_coupling_mixing

by Shuze Chen · Aug 22, 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 suppose the path coupling hypotheses of Theorem 14.6 hold: a connected graph GGG on VVV with symmetric edge lengths ℓ≥1\ell\ge1ℓ≥1, a rate α>0\alpha>0α>0, and for every edge {x,y}\{x,y\}{x,y} of GGG a coupling of P(x,⋅),P(y,⋅)P(x,\cdot),P(y,\cdot)P(x,⋅),P(y,⋅) contracting the path metric ρ\rhoρ (least total ℓ\ellℓ-length of a connecting walk) in expectation by e−αe^{-\alpha}e−α. Write diam(V)=max⁡x,yρ(x,y)\mathrm{diam}(V)=\max_{x,y}\rho(x,y)diam(V)=maxx,y​ρ(x,y) for the path-metric diameter, ∥μ−ν∥TV=max⁡A∣μ(A)−ν(A)∣\|\mu-\nu\|_{TV}=\max_A|\mu(A)-\nu(A)|∥μ−ν∥TV​=maxA​∣μ(A)−ν(A)∣ for the total variation distance, d(t)=max⁡x∥Pt(x,⋅)−π∥TVd(t)=\max_x\|P^t(x,\cdot)-\pi\|_{TV}d(t)=maxx​∥Pt(x,⋅)−π∥TV​, and tmix(ε)=min⁡{t:d(t)≤ε}t_{\mathrm{mix}}(\varepsilon)=\min\{t:d(t)\le\varepsilon\}tmix​(ε)=min{t:d(t)≤ε}.

The theorem (Corollary 14.7 of Levin–Peres–Wilmer) asserts:

  1. the distance to stationarity decays geometrically: d(t)≤e−αt diam(V)d(t)\le e^{-\alpha t}\,\mathrm{diam}(V)d(t)≤e−αtdiam(V) for every ttt;
  2. consequently, for every 0<ε<10<\varepsilon<10<ε<1,   tmix(ε)≤⌈(−log⁡ε+log⁡diam(V))/α⌉\;t_{\mathrm{mix}}(\varepsilon)\le\bigl\lceil(-\log\varepsilon+\log\mathrm{diam}(V))/\alpha\bigr\rceiltmix​(ε)≤⌈(−logε+logdiam(V))/α⌉.

The proof is one line from path coupling: iterating the one-step contraction bounds ρK(Pt(x,⋅),π)\rho_K(P^t(x,\cdot),\pi)ρK​(Pt(x,⋅),π) by e−αtdiam(V)e^{-\alpha t}\mathrm{diam}(V)e−αtdiam(V), and the transportation distance dominates total variation because the path metric is at least 111 between distinct states.

Preamble
import Definitions.Def_mm_transport
import Mathlib.Analysis.SpecialFunctions.Log.Basic
Formal statement
namespace MarkovMixing

/-- **Corollary 14.7** (LPW): under the path coupling hypotheses,
`d(t) ≤ e^{-αt} diam(Ω)` and
`t_mix(ε) ≤ ⌈(−log ε + log diam(Ω))/α⌉`. -/
theorem path_coupling_mixing {V : Type*} [Fintype V] [DecidableEq V] [Nonempty V]
    (P : Matrix V V ℝ) (hP : IsStochastic P)
    (π : V → ℝ) (hπ : IsStationary P π)
    (G : SimpleGraph V) (hconn : G.Connected)
    (ℓ : V → V → ℝ) (hℓ1 : ∀ x y : V, G.Adj x y → 1 ≤ ℓ x y)
    (hℓsymm : ∀ x y : V, ℓ x y = ℓ y x)
    (α : ℝ) (hα : 0 < α)
    (hedge : ∀ x y : V, G.Adj x y →
      ∃ q : V × V → ℝ, IsCoupling (rowDist P 1 x) (rowDist P 1 y) q ∧
        ∑ p : V × V, q p * pathMetric G ℓ p.1 p.2 ≤ Real.exp (-α) * ℓ x y) :
    (∀ t : ℕ, distStationary P π t ≤
      Real.exp (-α * t) * ⨆ p : V × V, pathMetric G ℓ p.1 p.2) ∧
    ∀ ε : ℝ, 0 < ε → ε < 1 →
      (mixingTime P π ε : ℝ) ≤
        ⌈(-Real.log ε + Real.log (⨆ p : V × V, pathMetric G ℓ p.1 p.2)) / α⌉₊ := 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 14.2, Corollary 14.7, p. 192

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