InformationTheory.Shannon.CramerCltBoundaryClosure
Cramér / Chernoff CLT-boundary closure #
This file closes the boundary case a = m (= tilted mean = deriv (cgf Y μ₀) lam)
of the residual window predicate IsTiltedWindowEventuallyLarge, the only piece left
after the change-of-measure machinery is discharged. The interior case
a < m < a + ε is handled by the existing two-sided LLN squeeze
(tiltedWindow_eventually_large_of_interior); the boundary case requires a CLT
refinement, supplied here.
Main statements #
gaussianReal_Ici_eq_half— the centered Gaussian assigns mass1/2to the closed half-line.tiltedWindow_eventually_large_of_boundary— at the boundarya = m, the tilted window mass is eventually≥ 1/4.cramer_lower_boundary_at_tilted_mean,cramer_lower_boundary— the Cramér lower bound at the optimal tilt, with the residual largeness hypothesis removed.
Implementation notes #
At the boundary the window mass is supplied by the central limit theorem: the CLT
tendstoInDistribution_inv_sqrt_mul_sum_sub applied to the tilted ambient, a
portmanteau half-line bridge (frontier (Ici 0) = {0} is null under the
non-degenerate Gaussian), and the scaling that identifies the window event with
the S_n-preimage of Ici 0. The lower half-line mass tends to the Gaussian
median 1/2 while the upper half-line at m + ε vanishes by the one-sided LLN,
so the window mass tends to 1/2 ≥ 1/4. The sharp exponent is recovered by the
ε → 0⁺ collapse of the per-ε boundary bounds.
InformationTheory.Shannon.CramerCltBoundary.gaussianReal_Ici_eq_half
sourceThe centered Gaussian 𝒩(0, v) (with v ≠ 0) assigns mass exactly 1/2 to the
half-line {x | 0 ≤ x}.
@audit:ok (symmetry-by-map).
Used by
CLT applied to the tilted ambient #
InformationTheory.Shannon.CramerCltBoundary.gaussianReal_hasLaw_id
sourceThe Gaussian self-law witness: the identity map on ℝ has law
gaussianReal 0 w under gaussianReal 0 w.
Used by
InformationTheory.Shannon.CramerCltBoundary.tilted_halfline_tendsto_gaussian
sourceThe half-line mass tends to the Gaussian median. The tilted-ambient mass
(ℝ≥0∞-valued) of the half-line {ω | m·n ≤ ∑_{i<n} Y(ω i)} (at the tilted mean
m = ∫ Y ∂tilted) converges to the Gaussian mass
gaussianReal 0 v.toNNReal (Ici 0).
@audit:ok (CLT + portmanteau + scaling assembly).
Used by
Half-line mass tends to 1/2 #
InformationTheory.Shannon.CramerCltBoundary.tilted_halfline_tendsto_half
sourceThe half-line mass tends to 1/2: the tilted-ambient .real-mass of
{ω | m·n ≤ ∑_{i<n} Y(ω i)} tends to 1/2.
Used by
Window mass eventually ≥ 1/4 at the boundary #
InformationTheory.Shannon.CramerCltBoundary.tiltedWindow_eventually_large_of_boundary
sourceBoundary window largeness. At the boundary a = m (= tilted mean),
the tilted infinite-product window mass {ω | m·n ≤ ∑Y < (m+ε)·n} is eventually ≥ 1/4.
@audit:ok (CLT + LLN assembly; hVar : 0 < Var is the non-degeneracy precondition
required by the Gaussian median gaussianReal_Ici_eq_half (v=0 degeneracy is correctly
excluded by spec).
Used by
Relaxed window predicate + boundary discharge #
InformationTheory.Shannon.CramerCltBoundary.tilted_window_lower_to_halfline
sourceA per-instance change-of-measure half-line lower bound. At a single
threshold a and ε > 0, eventual largeness C ≤ tilted-window mass lifts to
the un-tilted half-line lower bound C·exp(-n(λa - Λ + λε)) ≤ P{a·n ≤ ∑Y}.
@audit:ok (change-of-measure lift via change_of_measure_lower_bound_pi (real
density bound, not vacuous) + cylinder lift; no C=0/exp=0 vacuity — at the call site
C = 1/4 > 0, exp(...) > 0 always).
Used by
Cramér end-to-end lower bound at the interior optimal tilt #
InformationTheory.Shannon.CramerCltBoundary.boundary_liminf_lower_of_eps
sourceA per-ε boundary liminf lower bound. At the boundary a = m
(= tilted mean ∫ Y ∂tilted), for each ε > 0,
-(λm - Λ + λε) ≤ liminf (1/n)·log P{m·n ≤ ∑Y}.
@audit:ok (no degenerate-log exploit — hP_pos : 0 < P{...} is derived from the window
lower bound (1/4)·exp(...) ≤ P{...}, so log is taken of a strictly positive real;
h_coboundedBelow is the genuine liminf_le_liminf side-condition, not load-bearing).
Used by
InformationTheory.Shannon.CramerCltBoundary.cramer_lower_boundary_at_tilted_mean
sourceCramér's theorem (lower bound, boundary closure). At the interior optimal
tilt a = m = ∫ Y ∂tilted (= deriv (cgf Y μ₀) lam, the boundary of the residual
window), the asymptotic upper-tail rate is bounded below by the per-lam Chernoff
exponent -(λm - Λ). The residual largeness hypothesis is removed — the boundary
window mass is supplied internally by the CLT. Only the regularity preconditions
remain: boundedness, non-degeneracy 0 < Var, and the cobounded hypothesis on the
rate sequence (a precondition shared with cramer_lower).
@audit:ok (ε→0⁺ collapse via le_of_forall_sub_le; the CLT supplies the
boundary window mass internally — no residual largeness hypothesis).
Used by
InformationTheory.Shannon.CramerCltBoundary.cramer_lower_boundary
sourceCramér's theorem (lower bound, boundary closure, consumer form). The
infinitePi-side restatement of cramer_lower_boundary_at_tilted_mean with the cgf
written on the coordinate-eval family Y ∘ eval 0 under the un-tilted product, at the optimal
tilt a = deriv (cgf (Y∘eval 0) (infinitePi μ₀)) lam. The optimal-tilt hypothesis
h_deriv pins a = m = ∫ Y ∂tilted, so the residual largeness hypothesis is
removed: the boundary window mass is supplied internally by the CLT.
See also cramer_lower_boundary_at_tilted_mean.
@audit:ok (h_deriv/hVar/h_coboundedBelow are all preconditions, not load-bearing —
h_deriv pins a = m (the true-as-framed constraint), hVar is the non-degeneracy
precondition, h_coboundedBelow is the standard liminf_le_liminf side-condition
(satisfiable: rate terms ≤ 0 since P ≤ 1, not vacuous); matches consumer root
cramer_lower_infinitePi signature verbatim).