118 COALESCENCE ON CONTINUOUS AND UNBOUNDED STATE SPACES
A similar result holds if I
k+1
is an element that precedes no other element. Taking
the expectation over I
k+1
to remove the conditioning on I
k+1
gives
E[d
k+1
(I
k+1
)
2Δ−1
|d
k
] ≤
1
n
n
∑
i=1
1
2Δ
∑
j: j≺i or i≺j
d
k
( j)
2Δ−1
=
1
2Δn
∑
j
∑
i:i≺j or j≺i
at most Δ terms
d
k
( j)
2Δ−1
≤
1
2n
φ
(d
k
).
Next note that
−E[d
k
(I
k+1
)|d
k
]=−E[E[d
k
(I
k+1
)|d
k
,I
k+1
]] = −
∑
i
1
n
d
k
(i)
2Δ−1
= −
1
n
φ
(d
k
), (6.26)
which gives the exponential decrease (on average) that we were looking for.
E[
φ
(d
k+1
)|d
k
] ≤
φ
(d
k
)+
1
2n
φ
(d
k
) −
1
n
φ
(d
k
)=
φ
(d
k
)
1 −
1
2n
. (6.27)
A simple induction then gives E[
φ
(d
k
)] ≤n(1−1/(2n))
k
.Using1−x ≤exp(−x),
after k = 2n((2Δ−1)ln(8n
2
)+ln(4n)) steps, E[
φ
(d
k
)] ≤ (1/4)(1/(8n
2
))
2Δ−1
,soby
Markov’s inequality, P(
φ
(d
k
) > (1/(8n
2
))
2Δ−1
) ≤ 1/4. But for any i, d
k
(i)
2Δ−1
≤
φ
(d
k
), which gives the result.
Lemma 6.6. Consider lines 5 through 7 o f Linear extension cftp.Ift≥
2n((2Δ −1)ln(8n
2
)+ln(4n)), then the probability that x
max
and x
min
are interwoven
at the next line is at least 1/2.
Proof. Start by supposing that x is uniform over C
LE
.Thenx
min
≤ x ≤ x
max
, and by
the previous lem ma after t ≥ 2n((2Δ −1)ln(8n
2
)+ln(4n)) steps the chance that any
coordinate of x
min
is farther than 1/(8n
2
) from a coordinate of x
max
is at most 1/4.
After this fixed number of steps, x is still uniform over C
LE
.Letp be the chance
that any two coordinates of x are closer together than 1/(4n
2
).
From our discussion of moving from the continuous state to the permutation state
back to the continuous state from earlier, we know the coordinates of x can be viewed
as the result of n independent uniforms drawn from [0 , 1].Fori = j, the chance that
|U
i
−U
j
|≤1/(4n
2
) ≤ 1/(2n
2
).Thereare
n
2
such i and j, so by the union bound,
p ≤ n(n −1)/(4n
2
) ≤ 1/4.
Suppose for all j, the distance from x
min
( j) to x
max
( j) is at most 1/(8n
2
) and
x
min
( j) ≤ x( j) ≤ x
max
( j). Suppose also that |x( j) −x( j
)| > 1/(4n
2
).Thenx
min
and
x
max
must be interwoven. See Figure 6.5 for an illustration.
To see this analytically, let i ∈{1,...,n −1}.Then
x
min
(
σ
(i + 1)) −x
max
(
σ
(i)) = a −b −c, where
a = x
min
(
σ
(i + 1)) −x(
σ
(i)), b = x(
σ
(i + 1)−x
max
(
σ
(i)), c = x
max
(
σ
(i)) −x(
σ
(i)).