InformationTheory.Shannon.EPI.Blachman.GaussianDensityRoute
Gaussian density route for IsBlachmanConvReady / IsRegularDensityV2 #
A proven inhabitant of IsBlachmanConvReady (gaussianPDFReal mX vX) (gaussianPDFReal mY vY)
and IsRegularDensityV2 (gaussianPDFReal m v), built from the existing Gaussian
Fisher-information lemmas plus the measure-level convolution closed form. This
establishes non-vacuousness of the density-route predicates.
The linchpin convDensityAdd_gaussian_closed_form shows the pointwise density
convolution closed form convDensityAdd (gaussianPDFReal mX vX) (gaussianPDFReal mY vY) = gaussianPDFReal (mX+mY) (vX+vY), which the int_fisherZ field needs.
Helpers #
InformationTheory.Shannon.EPIGaussianDensityRoute.gaussianPDFReal_le
sourceUniform sup bound gaussianPDFReal μ v x ≤ (√(2πv))⁻¹ (attained at x = μ),
from exp(-(x-μ)²/(2v)) ≤ 1.
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InformationTheory.Shannon.EPIGaussianDensityRoute.bdd_gaussianPDFReal
sourceBoundedness of gaussianPDFReal μ v.
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InformationTheory.Shannon.EPIGaussianDensityRoute.mul_exp_neg_sq_le
sourceElementary bound s * exp(-s²/(2v)) ≤ √v for s ≥ 0, v > 0.
Proof: with u = s/√v ≥ 0, the claim is u ≤ exp(u²/2), which follows from
u ≤ 1 + u²/2 ≤ exp(u²/2).
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Used by
InformationTheory.Shannon.EPIGaussianDensityRoute.continuous_deriv_gaussianPDFReal
sourceContinuity of deriv (gaussianPDFReal m v) via its closed form
-(x-m)/v · gaussianPDFReal m v x.
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InformationTheory.Shannon.EPIGaussianDensityRoute.bdd_deriv_gaussianPDFReal
sourceBoundedness of deriv (gaussianPDFReal m v).
deriv f w = -(w-m)/v · f w, and |w-m| · exp(-(w-m)²/(2v)) ≤ √v
(by mul_exp_neg_sq_le), so the derivative is uniformly bounded.
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Used by
InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_logDeriv_mul_gaussianPDFReal
sourceIntegrable (fun x => logDeriv (gaussianPDFReal m v) x * gaussianPDFReal m v x).
Since logDeriv f · f = -(x-m)/v · f, this is -(1/v) times
integrable_sub_mul_gaussianPDFReal.
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Step 0 — linchpin: density-level Gaussian convolution closed form #
InformationTheory.Shannon.EPIGaussianDensityRoute.convDensityAdd_gaussian_closed_form
sourceThe pointwise density convolution closed form for Gaussians.
convDensityAdd (gaussianPDFReal mX vX) (gaussianPDFReal mY vY) z = gaussianPDFReal (mX+mY) (vX+vY) z for every z.
Built via the measure-level route
gaussianReal_conv_gaussianReal + gaussianReal_of_var_ne_zero
mconv_withDensity_eq_mlconvolution₀, then ENNReal↔Real bridge and an a.e.→pointwise upgrade using continuity of both sides. @audit:ok
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Step 1 — IsRegularDensityV2 (gaussianPDFReal m v) (6 fields, all direct) #
InformationTheory.Shannon.EPIGaussianDensityRoute.isRegularDensityV2_gaussianPDFReal
sourceIsRegularDensityV2 (gaussianPDFReal m v) — all six fields discharged from the
existing Gaussian regularity lemmas in FisherInfoGaussian.
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Steps 2/3 — IsBlachmanConvReady Gaussian witness field helpers #
InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_scoreWeight_mul_condDensityX_gaussianPDFReal
sourceUsed by
InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_scoreWeight_sq_mul_condDensityX_gaussianPDFReal
sourceUsed by
InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_prod_logDeriv_sq_mul_gaussianPDFReal
sourceUsed by
InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_prod_logDeriv_sq_shift_mul_gaussianPDFReal
sourceUsed by
InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_prod_logDeriv_mul_cross_gaussianPDFReal
sourceUsed by
InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_inner_scoreWeight_sq_condDensityX_mul_convDensityAdd_gaussianPDFReal
sourceUsed by
Steps 2/3 — IsBlachmanConvReady Gaussian witness (19 fields) #
InformationTheory.Shannon.EPIGaussianDensityRoute.isBlachmanConvReady_gaussianPDFReal
sourceA Gaussian witness for IsBlachmanConvReady, establishing density-route non-vacuousness.
The structure literal supplies each of the 19 fields from the existing Gaussian
lemmas (and the linchpin for int_fisherZ). All 19 fields are now genuine
(0 sorry). The previously-residual 5 — int_Wsq, int_inner (quadratic-score
integrability) and int_prod1/2/3 (non-separable 2D Tonelli terms) — are closed
WITHOUT a Mathlib wall: int_Wsq by the 3-term (a+b)² expansion (each term
integrable × bounded, then /pZ); int_prod1/2/3 by the shear change of variables
measurePreserving_prod_sub_swap ((z,x) ↦ (x, z-x)) turning the non-separable
fY(z-x) into a separable g(x)·h(z-x) to which Integrable.mul_prod applies;
int_inner by reducing to those product-measure integrabilities via the Tonelli
marginal Integrable.integral_prod_left plus the condDensityX · pZ = fX·fY(z-·)
cancellation.
The witness is a plain structure literal {mX mY vX vY} (hvX hvY);
IsBlachmanConvReady carries only Integrable/boundedness/positivity fields (no
inequality/equality/value core), so this is not a load-bearing bundle. It is a
proven inhabitant of IsBlachmanConvReady (gaussianPDFReal mX vX) (gaussianPDFReal mY vY), establishing non-vacuousness for the density route.
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Density-route convex Fisher bound on Gaussians #
The witness isBlachmanConvReady_gaussianPDFReal, isRegularDensityV2_gaussianPDFReal
and Gaussian normalization (integral_gaussianPDFReal_eq_one) are fed into the
density-route core convex_fisher_bound_of_ready, so the convex Fisher bound
J(Z) ≤ λ² J(X) + (1-λ)² J(Y) fires for Gaussian densities through the density route.
InformationTheory.Shannon.EPIGaussianDensityRoute.convex_fisher_bound_gaussian_via_density_route
sourceThe density-route convex Fisher bound for Gaussians.
The density-route convex Fisher bound convex_fisher_bound_of_ready fires end-to-end
on Gaussian densities: feeding the proven IsBlachmanConvReady witness +
IsRegularDensityV2 instances + Gaussian normalization. The only hypotheses are
regularity (vX,vY ≠ 0, 0 ≤ lam ≤ 1); none carries the inequality core.
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Used by
InformationTheory.Shannon.EPIGaussianDensityRoute.convex_fisher_bound_gaussian_via_density_route_closed_form
sourceThe density-route Gaussian Fisher bound in closed form.
Specializing convex_fisher_bound_gaussian_via_density_route via the Gaussian Fisher
closed form J(𝒩(m,v)) = 1/v (fisherInfoOfDensity_gaussianPDFReal) and the
convolution closed form convDensityAdd (gaussian)(gaussian) = gaussian(sum), the
density route yields the same 1/(vX+vY) ≤ λ²/vX + (1-λ)²/vY arithmetic content as the
measure-level closed-form route stam_convex_fisher_bound_gaussian. This is the same
arithmetic content, not a definitional identity of fisherInfoOfDensity vs
fisherInfoOfMeasureV2.
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