InformationTheory

InformationTheory.Shannon.EPI.Blachman.GaussianDensityRoute

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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 #

theorem

InformationTheory.Shannon.EPIGaussianDensityRoute.gaussianPDFReal_le

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(μ : ) (v : NNReal) (x : ) :

Uniform sup bound gaussianPDFReal μ v x ≤ (√(2πv))⁻¹ (attained at x = μ), from exp(-(x-μ)²/(2v)) ≤ 1. @audit:ok

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    theorem

    InformationTheory.Shannon.EPIGaussianDensityRoute.bdd_gaussianPDFReal

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    (μ : ) (v : NNReal) :
    ∃ (M : ), ∀ (w : ), |ProbabilityTheory.gaussianPDFReal μ v w| M

    Boundedness of gaussianPDFReal μ v. @audit:ok

    Used by
      theorem

      InformationTheory.Shannon.EPIGaussianDensityRoute.mul_exp_neg_sq_le

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      {v : } (hv : 0 < v) {s : } (hs : 0 s) :
      s * Real.exp (-s ^ 2 / (2 * v)) v

      Elementary 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). @audit:ok

      Used by
        theorem

        InformationTheory.Shannon.EPIGaussianDensityRoute.continuous_deriv_gaussianPDFReal

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        Continuity of deriv (gaussianPDFReal m v) via its closed form -(x-m)/v · gaussianPDFReal m v x. @audit:ok

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          theorem

          InformationTheory.Shannon.EPIGaussianDensityRoute.bdd_deriv_gaussianPDFReal

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          {m : } {v : NNReal} (hv : v 0) :
          ∃ (M : ), ∀ (w : ), |deriv (ProbabilityTheory.gaussianPDFReal m v) w| M

          Boundedness 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. @audit:ok

          Used by
            theorem

            InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_logDeriv_mul_gaussianPDFReal

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            Integrable (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. @audit:ok

            Used by

              Step 0 — linchpin: density-level Gaussian convolution closed form #

              theorem

              InformationTheory.Shannon.EPIGaussianDensityRoute.convDensityAdd_gaussian_closed_form

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              The 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
              Used by

                Step 1 — IsRegularDensityV2 (gaussianPDFReal m v) (6 fields, all direct) #

                theorem

                InformationTheory.Shannon.EPIGaussianDensityRoute.isRegularDensityV2_gaussianPDFReal

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                IsRegularDensityV2 (gaussianPDFReal m v) — all six fields discharged from the existing Gaussian regularity lemmas in FisherInfoGaussian. @audit:ok

                Used by

                  Steps 2/3 — IsBlachmanConvReady Gaussian witness field helpers #

                  theorem

                  InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_scoreWeight_mul_condDensityX_gaussianPDFReal

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                  Used by
                    theorem

                    InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_scoreWeight_sq_mul_condDensityX_gaussianPDFReal

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                    Used by
                      theorem

                      InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_prod_logDeriv_sq_mul_gaussianPDFReal

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                        theorem

                        InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_prod_logDeriv_sq_shift_mul_gaussianPDFReal

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                        Used by
                          theorem

                          InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_prod_logDeriv_mul_cross_gaussianPDFReal

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                          Used by
                            theorem

                            InformationTheory.Shannon.EPIGaussianDensityRoute.integrable_inner_scoreWeight_sq_condDensityX_mul_convDensityAdd_gaussianPDFReal

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                            Used by

                              Steps 2/3 — IsBlachmanConvReady Gaussian witness (19 fields) #

                              theorem

                              InformationTheory.Shannon.EPIGaussianDensityRoute.isBlachmanConvReady_gaussianPDFReal

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                              A 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. @audit:ok

                              Used by

                                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.

                                theorem

                                InformationTheory.Shannon.EPIGaussianDensityRoute.convex_fisher_bound_gaussian_via_density_route

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                                The 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. @audit:ok

                                Used by
                                  theorem

                                  InformationTheory.Shannon.EPIGaussianDensityRoute.convex_fisher_bound_gaussian_via_density_route_closed_form

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                                  (mX mY : ) {vX vY : NNReal} (hvX : vX 0) (hvY : vY 0) (lam : ) (hlo : 0 lam) (hhi : lam 1) :
                                  1 / (vX + vY) lam ^ 2 * (1 / vX) + (1 - lam) ^ 2 * (1 / vY)

                                  The 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. @audit:ok

                                  Used by