Theorem 12.4 -- mixing is at least the relaxation time
ProvedMarkovMixing.relaxation_lowerLet be an irreducible, aperiodic Markov chain on a finite state space , reversible with respect to its stationary distribution (detailed balance: ). Among the eigenvalues of — the real admitting a nonzero with — let be the largest absolute value of an eigenvalue different from ; the absolute spectral gap is and the relaxation time is . For a tolerance , the mixing time is the first with , where .
The theorem (Theorem 12.4 of Levin–Peres–Wilmer) asserts: for every ,
A chain cannot mix faster than it relaxes: an eigenfunction with eigenvalue close to decays like and remains a visible witness against stationarity for about steps. Together with the companion upper bound , this sandwiches the mixing time between and for reversible chains.
import Definitions.Def_mm_spectral import Mathlib.Analysis.SpecialFunctions.Log.Basic
namespace MarkovMixing
/-- **Theorem 12.4** (LPW): for a reversible, irreducible, aperiodic chain,
`t_mix(ε) ≥ (t_rel − 1) log(1/(2ε))`. -/
theorem relaxation_lower {V : Type*} [Fintype V] [DecidableEq V] [Nonempty V]
(P : Matrix V V ℝ) (hP : IsStochastic P) (hirr : Irreducible P)
(hap : Aperiodic P) (π : V → ℝ) (hπ : IsStationary P π)
(hrev : DetailedBalance P π) (ε : ℝ) (hε : 0 < ε) (hε1 : ε < 1) :
(relaxationTime P - 1) * Real.log (1 / (2 * ε)) ≤
(mixingTime P π ε : ℝ) := by
sorry
end MarkovMixing