Theorem 5.3.2 — recurrence is contagious
ProvedDurrettProbability.recurrence_contagiousIf is recurrent and — the chain started at has some chance of reaching — then is recurrent too, and moreover : from the chain returns to with probability one.
The second conclusion is the sharper one and it comes first in the proof. If were less than one, then starting from the chain could reach and then fail ever to return, which would make and contradict the recurrence of . Once is known, inherits recurrence: from the chain reaches surely, from it returns to surely and can reach again, and the return series at diverges with the one at .
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 beyond what is derived.
import Mathlib import Definitions.Def_DurrettProbability_MarkovChain open Filter
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 DurrettProbabilityConfirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.