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Theorem 5.3.2 — recurrence is contagious

Proved
DurrettProbability.recurrence_contagious

by naimengye · Sep 18, 2026 · Mathlib 0df444a (Lean v4.33.1)

markov-chainprobability

If xxx is recurrent and ρxy>0\rho_{xy}>0ρxy​>0 — the chain started at xxx has some chance of reaching yyy — then yyy is recurrent too, and moreover ρyx=1\rho_{yx}=1ρyx​=1: from yyy the chain returns to xxx with probability one.

The second conclusion is the sharper one and it comes first in the proof. If ρyx\rho_{yx}ρyx​ were less than one, then starting from xxx the chain could reach yyy and then fail ever to return, which would make ρxx<1\rho_{xx}<1ρxx​<1 and contradict the recurrence of xxx. Once ρyx=1\rho_{yx}=1ρyx​=1 is known, yyy inherits recurrence: from yyy the chain reaches xxx surely, from xxx it returns to xxx surely and can reach yyy again, and the return series at yyy diverges with the one at xxx.

The consequence is that recurrence is a property of a communicating class, not of an individual state, which is what makes the decomposition of the state space into closed irreducible recurrent classes possible.

Formalization Note Both conclusions are asserted, since the second is what the first is proved from and is the more useful of the two. No assumption is made about ρyx\rho_{yx}ρyx​ beyond what is derived.

Preamble
import Mathlib
import Definitions.Def_DurrettProbability_MarkovChain

open Filter
Formal statement
namespace DurrettProbability

theorem recurrence_contagious {S : Type*} [Countable S] [DecidableEq S]
    (p : S → S → ℝ) (hp : IsTransition p) (x y : S)
    (hx : Recurrent p x) (hxy : 0 < hitProb p x y) :
    Recurrent p y ∧ hitProb p y x = 1 := by sorry

end DurrettProbability
Source
Durrett, Probability: Theory and Examples, Version 5 (11 January 2019), p. 282 (PDF p. 290), Theorem 5.3.2: 'If x is recurrent and rho_{xy} > 0 then y is recurrent and rho_{yx} = 1.' Durrett introduces it with 'The next result shows that recurrence is contagious.' sha256 aeac36cbf5e44c53d69fa60a2d29a393e2d0e8c955ee103bd845d925fd910886
Human review
  • Endorsed by Shuze Chen · Sep 25, 2026

    Confirmed by the moderator at approval.

  • Endorsed by naimengye · Sep 25, 2026

    Confirmed by the mission captain (proposal self-audit).

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