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Aperiodicity makes minorization times eventually consecutive
Statement
Let be -irreducible (Phi-irreducibility for a general-state Markov kernel) and aperiodic (Aperiodicity for a general-state Markov kernel) with invariant probability . Let be a probability. Suppose every state has some and with . Then there is such that for every , for some .
Facts & Assumptions
Given: Countable generation, the irreducibility and aperiodicity definitions, invariant law, , and the statewise minorization.
Aperiodicity for a general-state Markov kernel: no disjoint cyclic family of at least two positive- classes has deterministic transitions to its successors; the family need not cover the space.
Measure kernel and probability kernel: kernel iterates act on measures and preserve nonnegative measure inequalities.
Phi-irreducibility for a general-state Markov kernel: the underlying measurable space is countably generated.
Approximation in symmetric difference by a generating algebra: finite-measure sets are approximable in symmetric difference by the generating algebra.
Monotone convergence for the integral: countable nonnegative sums may be integrated termwise.
Proof
Given: The hypotheses and facts [F1]–[F6].
For , let . Fix a countable generating sequence . The union of the finite Boolean algebras generated by is a countable algebra generating . The inequality defining is equivalent to its restrictions to : if those hold, approximate any measurable under the finite measure by an algebra set; the difference of the two sides changes by at most that symmetric-difference mass, which tends to zero. Thus is measurable by [F2] and [F4]. The statewise hypothesis makes their union the whole space. Since is a probability, one such set has positive -mass. Integrating its inequality gives . Thus the set is nonempty.
If , then , so is additive. Let .
Suppose . For , define Every positive witness time has exactly one representation with and , so the statewise minorization covers the space by these sets; rational thresholds and the countable testing algebra make them measurable. Put . For every , : otherwise a countable subdivision gives a positive -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 with different residues modulo , contradicting that divides every member of .
Let and . Since for every , . The are disjoint and cover . For , : positive mass on the countable union defining would, by integration of a positive hitting probability, imply for some , contradicting . Thus . If for , countably partition by its witnessing exponent and rational minorization constant; one part has positive -mass. Integrating the common later minorization after that one-step transition puts in , contradicting disjointness of the . Thus for . Since , the disjoint classes satisfy . Absolute continuity gives , so some has positive -mass. Invariance propagates positive mass from each class to its successor, so all have positive -mass. This is a cyclic decomposition, contrary to [F1]. Hence .
Choose finitely many with gcd one. Their nonnegative combinations modulo form the subgroup generated by their residues; gcd one makes this all residues. Choose one represented for each residue . Every sufficiently large integer in residue is and belongs to by additivity. The defining positive constant for each such is .
Depends on
- Aperiodicity for a general-state Markov kernel
- Invariant and stationary distribution for a Markov kernel
- Measurable spaces and measurable sets
- Measure kernel and probability kernel
- Phi-irreducibility for a general-state Markov kernel
- Approximation in symmetric difference by a generating algebra
- Monotone convergence for the integral
Used by
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Sources
- Gareth O. Roberts and Jeffrey S. Rosenthal, General State Space Markov Chains and MCMC Algorithms (standard reference, not scraped)
- Randal Douc, Eric Moulines, Pierre Priouret, and Philippe Soulier, Markov Chains (standard reference, not scraped)