InformationTheory

InformationTheory.Shannon.EPI.Case1.RatioLimit

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EPI case-1 via ratio + scaling squeeze (entropic-CLT-free) #

This file lands the monotone + limit architecture for the classical (case-1, a.c. inputs) entropy power inequality, bypassing the entropic CLT wall.

Architecture #

Let R(t) = csiszarLogRatioGap X Y Z_X Z_Y P t = log N(law(X+Y+√t·(Z_X+Z_Y))) − log (N(law(X+√t·Z_X)) + N(law(Y+√t·Z_Y))), the log-ratio gap (EPIL3Integration.csiszarLogRatioGap).

So if R t → 0 as t → ∞, then by antitonicity R 0 ≥ lim_{t→∞} R t = 0, hence EPI. No entropic CLT is needed: R t → 0 follows from a scaling squeeze.

Scaling cancellation #

X + √t·Z_X = √t·(X/√t + Z_X), so by entropyPower_map_mul_const (EPI/Plumbing.lean, N(μ.map(·*c)) = c²·N(μ), c = √t): N(law(X+√t·Z_X)) = t · N(law(X/√t + Z_X)). Applying this to all three paths, the t factor cancels inside the logs (Real.log_mul, t > 0, N > 0): R t = log N(W_sum t) − log (N(W_X t) + N(W_Y t)), W_X t = X/√t + Z_X, W_Y t = Y/√t + Z_Y, W_sum t = (X+Y)/√t + (Z_X+Z_Y).

Squeeze #

Each N(W_X t) → N(law Z_X) as t → ∞ (input mass shrinks like 1/√t): the lower bound is N(W_X t) = N(Z_X + X/√t) ≥ N(Z_X) (independent-noise monotonicity, differentialEntropy_add_ge_of_indep); the upper bound is the Gaussian max-entropy N(W_X t) ≤ 2πe (Var X / t + 1) → 2πe = N(Z_X) (differentialEntropy_le_gaussian_of_variance_le). With N(law(Z_X)+law(Z_Y)) = N(Z_X) + N(Z_Y) (entropyPower_gaussian_additivity, standard normals), the two logs converge to the same value, so R t → 0.

Honesty #

All per-t regularity (a.c., finite-entropy integrability of the W-path laws, the 8 fibre-integrability preconditions of differentialEntropy_add_ge_of_indep, finite variance) is threaded as honest preconditions in the signatures. The Stam core / EPI core is never bundled as a *Hypothesis. The analytic glue (scaling cancellation, log-continuity composition, Gaussian additivity, order limit) is the deliverable; preconditions not discharged here remain honest hypotheses.

The four sections are §1 epi_of_csiszarLogRatioGap_tendsto, §2 entropyPower_path_scaling, §3 entropyPower_rescaled_path_tendsto, §4 csiszarLogRatioGap_tendsto_zero_atTop. In the §3 squeeze both envelopes are derived from the lemmas differentialEntropy_add_ge_of_indep (lower) and differentialEntropy_le_gaussian_of_variance_le (upper) using the per-t regularity bundle IsRescaledPathRegular (NOT load-bearing). §4 threads three such bundles transparently. Discharging IsRescaledPathRegular (supplying the per-t regularity from a.c. inputs + Gaussian smoothing) is left to a separate development; here it is an honest precondition.