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Theorem 12.4 -- mixing is at least the relaxation time

Proved
MarkovMixing.relaxation_lower

by Shuze Chen · Aug 21, 2026 · Mathlib 0df444a (Lean v4.33.1)

markov-chainsmixing-timesprobability

Let PPP be an irreducible, aperiodic Markov chain on a finite state space VVV, reversible with respect to its stationary distribution π\piπ (detailed balance: π(x)P(x,y)=π(y)P(y,x)\pi(x)P(x,y)=\pi(y)P(y,x)π(x)P(x,y)=π(y)P(y,x)). Among the eigenvalues of PPP — the real λ\lambdaλ admitting a nonzero fff with Pf=λfPf=\lambda fPf=λf — let λ⋆\lambda_\starλ⋆​ be the largest absolute value of an eigenvalue different from 111; the absolute spectral gap is γ⋆=1−λ⋆\gamma_\star=1-\lambda_\starγ⋆​=1−λ⋆​ and the relaxation time is trel=1/γ⋆t_{\mathrm{rel}}=1/\gamma_\startrel​=1/γ⋆​. For a tolerance ε\varepsilonε, the mixing time tmix(ε)t_{\mathrm{mix}}(\varepsilon)tmix​(ε) is the first ttt with max⁡x∥Pt(x,⋅)−π∥TV≤ε\max_x\|P^t(x,\cdot)-\pi\|_{TV}\le\varepsilonmaxx​∥Pt(x,⋅)−π∥TV​≤ε, where ∥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)∣.

The theorem (Theorem 12.4 of Levin–Peres–Wilmer) asserts: for every 0<ε<10<\varepsilon<10<ε<1,

tmix(ε)  ≥  (trel−1) log⁡ ⁣(12ε).t_{\mathrm{mix}}(\varepsilon)\;\ge\;\bigl(t_{\mathrm{rel}}-1\bigr)\,\log\!\Bigl(\frac{1}{2\varepsilon}\Bigr).tmix​(ε)≥(trel​−1)log(2ε1​).

A chain cannot mix faster than it relaxes: an eigenfunction with eigenvalue close to 111 decays like λ⋆t\lambda_\star^tλ⋆t​ and remains a visible witness against stationarity for about trelt_{\mathrm{rel}}trel​ steps. Together with the companion upper bound tmix(ε)≤log⁡(1/επmin⁡) trel+1t_{\mathrm{mix}}(\varepsilon)\le\log(1/\varepsilon\pi_{\min})\,t_{\mathrm{rel}}+1tmix​(ε)≤log(1/επmin​)trel​+1, this sandwiches the mixing time between trelt_{\mathrm{rel}}trel​ and trellog⁡(1/πmin⁡)t_{\mathrm{rel}}\log(1/\pi_{\min})trel​log(1/πmin​) for reversible chains.

Preamble
import Definitions.Def_mm_spectral
import Mathlib.Analysis.SpecialFunctions.Log.Basic
Formal statement
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
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 12.2, Theorem 12.4, Eq. (12.12), p. 155

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