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Aperiodicity makes minorization times eventually consecutive

Statement

Let P be ϕ-irreducible (Phi-irreducibility for a general-state Markov kernel) and aperiodic (Aperiodicity for a general-state Markov kernel) with invariant probability π. Let ν≪π be a probability. Suppose every state has some n(x)≥1 and δ(x)>0 with Pn(x)(x,⋅)≥δ(x)ν(⋅). Then there is N such that for every n≥N, νPn≥ϵnν for some ϵn>0.

Facts & Assumptions

Given: Countable generation, the irreducibility and aperiodicity definitions, invariant law, ν≪π, and the statewise minorization.

[F1]

Aperiodicity for a general-state Markov kernel: no disjoint cyclic family of at least two positive-π classes has deterministic transitions to its successors; the family need not cover the space.

[F2]

Measure kernel and probability kernel: kernel iterates act on measures and preserve nonnegative measure inequalities.

[F4]

Phi-irreducibility for a general-state Markov kernel: the underlying measurable space is countably generated.

[F5]

Approximation in symmetric difference by a generating algebra: finite-measure sets are approximable in symmetric difference by the generating algebra.

[F6]

Monotone convergence for the integral: countable nonnegative sums may be integrated termwise.

Proof

Given: The hypotheses and facts [F1]–[F6].

1.1F2F4F5F6given

For n,k≥1, let En,k={x:Pn(x,⋅)≥k−1ν(⋅)}. Fix a countable generating sequence (Gj). The union of the finite Boolean algebras generated by G1,…,Gj is a countable algebra A0 generating X. The inequality defining En,k is equivalent to its restrictions to B∈A0: if those hold, approximate any measurable A under the finite measure Pn(x,⋅)+k−1ν by an algebra set; the difference of the two sides changes by at most that symmetric-difference mass, which tends to zero. Thus En,k=⋂B∈A0{x:Pn(x,B)≥k−1ν(B)} is measurable by [F2] and [F4]. The statewise hypothesis makes their union the whole space. Since ν is a probability, one such set has positive ν-mass. Integrating its inequality gives νPn≥k−1ν(En,k)ν. Thus the set T={n≥1:νPn≥cnν for some cn>0} is nonempty.

2.1F2step 1.1

If r,s∈T, then (νPr)Ps≥crνPs≥crcsν, so T is additive. Let d=gcd⁡(T).

3.1F1F2F4F5F6step 2.1

Suppose d>1. For 1≤i≤d, define Xi={x:∃ℓ≥1, ℓd−i≥1, δ>0, Pℓd−i(x,⋅)≥δν(⋅)}. Every positive witness time n has exactly one representation n=ℓd−i with 1≤i≤d and ℓd−i≥1, so the statewise minorization covers the space by these sets; rational thresholds and the countable testing algebra make them measurable. Put O=⋃i≠j(Xi∩Xj). For every m≥0, νPm(O)=0: otherwise a countable subdivision gives a positive νPm-mass subset of an overlap on which both phase exponents and both positive constants are fixed. Integrating the two minorization inequalities gives two times in T with different residues modulo d, contradicting that d divides every member of T.

4.1F1F2F3F4F5step 3.1

Let S=O∪{x:∃m≥0, Pm(x,O)>0} and Xi′=Xi∖S. Since νPm(O)=0 for every m, ν(S)=0. The Xi′ are disjoint and cover Sc. For x∈Xi′, P(x,S)=0: positive mass on the countable union defining S would, by integration of a positive hitting probability, imply Pm+1(x,O)>0 for some m≥0, contradicting x∉S. Thus P(x,⋃jXj′)=1. If P(x,Xj′)>0 for j≠i+1(modd), countably partition Xj′ by its witnessing exponent and rational minorization constant; one part has positive P(x,⋅)-mass. Integrating the common later minorization after that one-step transition puts x in Xj−1, contradicting disjointness of the Xi′. Thus P(x,Xi+1)=1 for x∈Xi′. Since ν(S)=0, the disjoint classes satisfy ν(⋃iXi′)=1. Absolute continuity gives π(⋃iXi′)>0, so some Xi′ has positive π-mass. Invariance propagates positive mass from each class to its successor, so all Xi′ have positive π-mass. This is a cyclic decomposition, contrary to [F1]. Hence d=1.

5.1step 4.1algebra∎

Choose finitely many t1,…,tq∈T with gcd one. Their nonnegative combinations modulo t1 form the subgroup generated by their residues; gcd one makes this all residues. Choose one represented uj∈T for each residue j. Every sufficiently large integer in residue j is uj+ℓt1 and belongs to T by additivity. The defining positive constant for each such n is ϵn.

Depends on

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