InformationTheory.Shannon.EPI.Case1.RatioLimit.PathRegular
§1 — Order-theoretic deliverable #
epi_of_csiszarLogRatioGap_tendsto: antitone R on Ici 0 together with
R t → 0 forces R 0 ≥ 0, hence EPI. Pure order-limit argument; no analysis.
InformationTheory.Shannon.EPICase1RatioLimit.epi_of_csiszarLogRatioGap_tendsto
sourceThe order-limit bridge to EPI. If the log-ratio gap R = csiszarLogRatioGap …
is antitone on Set.Ici 0 and R t → 0 as t → ∞, then R 0 ≥ 0, and therefore
the entropy power inequality holds.
R 0 ≥ R t for every t ≥ 0 (antitonicity); since R t → 0 and the tail predicate
R 0 ≥ R t holds eventually, ge_of_tendsto gives R 0 ≥ 0. The final EPI step is
epi_of_csiszarLogRatioGap_zero_nonneg.
@audit:ok
Used by
§2 — Scaling cancellation (glue + threaded regularity) #
N(law(X+√t·Z_X)) = t · N(law(X/√t + Z_X)) via entropyPower_map_mul_const.
InformationTheory.Shannon.EPICase1RatioLimit.entropyPower_path_scaling
sourceThe single-path scaling identity: for t > 0,
entropyPower (P.map (fun ω => A ω + √t · B ω)) = t · entropyPower (P.map (fun ω => A ω / √t + B ω)).
A + √t·B = √t·(A/√t + B), so the law on the left is the law on the right pushed
forward by (· * √t); entropyPower_map_mul_const with c = √t (squared = t)
finishes. The a.c. + entropy-integrability of the unscaled W-path law are
regularity preconditions (consumed by entropyPower_map_mul_const).
@audit:ok
Used by
§3 — Per-path limit (squeeze, regularity threaded) #
N(W_X t) → N(law Z_X) via the independent-noise lower bound and the Gaussian
max-entropy upper bound.
InformationTheory.Shannon.EPICase1RatioLimit.IsRescaledPathRegular
sourceA per-t regularity bundle for the rescaled path A/√t + B, holding the
preconditions of the two envelope lemmas
(differentialEntropy_add_ge_of_indep for the lower bound, applied with
X := B, Y := A/√t; differentialEntropy_le_gaussian_of_variance_le for the
upper bound on μ := P.map (A/√t + B) with variance bound varA/t + v_B).
This is a regularity bundle (IndepFun / a.c. / fibre integrabilities / mean +
variance-bound + integrabilities), NOT load-bearing: it never contains the
conclusion Tendsto … N(B) nor either envelope inequality — those are derived in
entropyPower_rescaled_path_tendsto by calling the lemmas with these
preconditions.
Not load-bearing: each conjunct matches a regularity precondition of
differentialEntropy_add_ge_of_indep
(lower bundle, X:=B Y:=A/√t) or differentialEntropy_le_gaussian_of_variance_le
(upper bundle). The variance-bound conjunct ∫(x-m)² ≤ varA/t + v_B is the standard
h_var max-entropy input (not the squeeze core): varA is pinned ≥ Var A by the
all-t requirement and the squeeze limit N(B) is independent of varA's value. Not
vacuous (real constraints, satisfiable by Gaussian-smoothed a.c. paths, falsifiable by
non-a.c. paths; conclusion nontrivial via the separate hB_law/hv_B).
Equations
- One or more equations did not get rendered due to their size.
Instances For
Used by
InformationTheory.Shannon.EPICase1RatioLimit.entropyPower_rescaled_path_tendsto
sourceAs t → ∞, the rescaled W-path entropy power
N(law(A/√t + B)) converges to the noise entropy power N(law B) when B has a
Gaussian law of nonzero variance.
Squeeze: lower bound N(A/√t + B) ≥ N(B) (independent-noise monotonicity,
differentialEntropy_add_ge_of_indep applied with X := B, Y := A/√t),
upper bound N(A/√t + B) ≤ 2πe·(varA/t + v_B) → 2πe·v_B = N(B) (Gaussian
max-entropy, differentialEntropy_le_gaussian_of_variance_le), both sandwiching
N(law B) = 2πe·v_B (entropyPower_gaussianReal) as varA/t → 0
(tendsto_of_tendsto_of_tendsto_of_le_of_le').
The squeeze structure (constant lower envelope from independent-noise monotonicity
- decaying upper envelope from Gaussian max-entropy → common limit
N(B)) is the analytic content of this lemma. All the per-tdata feeding the two envelope lemmas are threaded as regularity preconditions (NOT load-bearing):IndepFun B (A/√t)(h_indep), a.c. of the path laws (h_path_ac,hB_ac), the 8 fibre integrabilities of the lower-bound lemma (h_lb), the max-entropy data of the upper-bound lemma (mean / variance bound byvarA/t + v_B/ integrabilities, packaged inh_ub). The conclusionN(W t) → N(B)is not encoded in any hypothesis — both envelopes are produced by Mathlib / in-tree lemmas, and their common limit is computed here.
varA (= Var A, threaded as a real regularity datum with h_varA_nn : 0 ≤ varA)
@audit:ok
Used by
§3b — Discharging IsRescaledPathRegular from method-X regularity #
isRescaledPathRegular_of_methodX: construct the per-t regularity bundle
IsRescaledPathRegular A B P varA v_B from bare method-X premises, exploiting that
B is a Gaussian noise (P.map B = gaussianReal 0 v_B) independent of A. The fibre
of condDistrib (B + A/√t) (A/√t) P is the translated Gaussian gaussianReal z v_B
(affineShiftKernel, c = 1), so the fibre-level conditions reduce to Gaussian-density
integrability rather than the general density-witness wall.
All conjuncts (IndepFun / a.c. / fibre a.c. / fibre self-entropy / fibre-entropy-over-z /
joint-≪-product / squared-deviation / both path-entropy log-integrabilities + the 3
conditional-KL cross-entropy integrabilities) are closed using hA_ac + the
convDensityAdd path-density identification + the extracted cross-entropy lemmas
(convCrossEntropy_perFibre_integrable / convCrossEntropy_zAvg_integrable /
convJointLlr_integrable, EPI/G2/ConvEntropyDensity.lean).
InformationTheory.Shannon.EPICase1RatioLimit.map_div_sqrt_absolutelyContinuous
sourceScaling preserves absolute continuity: if P.map A ≪ volume then P.map (A/√t) ≪ volume
for t > 0 (the map (·/√t) is a Lebesgue-a.c. linear isomorphism).
Used by
InformationTheory.Shannon.EPICase1RatioLimit.rescaledInput_density_witness
sourceA density witness for A/√t: from P.map A ≪ volume, the rescaled input
A/√t admits a Real density witness pX := ((P.map (A/√t)).rnDeriv volume).toReal
with all the regularity (≥ 0, measurable, withDensity law, integrable, mass = 1,
finite second moment) needed to invoke convDensityAdd_negMulLog_integrable_pub and the
pPath_eq_convDensityAdd identification.
Used by
InformationTheory.Shannon.EPICase1RatioLimit.rescaledPath_density_rnDeriv_eq
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.rescaledPath_variance_regular
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.indepFun_const_div_sqrt
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.condDistrib_indep_gaussian_add_ae_affineShift
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.affineShiftKernel_map_gaussian_one_eq
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.condDistrib_indep_gaussian_add_fibre_absolutelyContinuous
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.volume_absolutelyContinuous_map_indep_gaussian_add
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.condDistrib_indep_gaussian_add_fibre_rnDeriv_ae
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.condDistrib_indep_gaussian_add_fibre_rnDeriv_toReal_shift_ae
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.compProd_condDistrib_indep_gaussian_add_absolutelyContinuous_const
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.condDistrib_indep_gaussian_add_fibre_selfEntropy_integrable
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.condDistrib_indep_gaussian_add_fibre_crossEntropy_integrable
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.integrable_differentialEntropy_condDistrib_indep_gaussian_add
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.integrable_condDistrib_indep_gaussian_add_crossEntropy_zAvg
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.integrable_llr_compProd_condDistrib_indep_gaussian_add
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.integrable_log_map_indep_gaussian_add
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.rescaledPath_indep_regular
sourceUsed by
InformationTheory.Shannon.EPICase1RatioLimit.isRescaledPathRegular_of_methodX
sourceDischarge IsRescaledPathRegular from method-X regularity.
Given a Gaussian noise B (P.map B = gaussianReal 0 v_B, v_B ≠ 0) independent of
the input A (hAB : IndepFun A B P), with A measurable + finite-second-moment
data threaded as varA-regularity, construct the per-t regularity bundle
IsRescaledPathRegular A B P varA v_B.
The key insight: the fibre of
condDistrib (B + A/√t) (A/√t) P is the translated Gaussian gaussianReal z v_B (the
law of B + z by affineShiftKernel/Gaussian translation). This avoids the
density-witness obstruction for the general fibre: the fibre identification
condDistrib (B + A/√t) (A/√t) P =ᵐ affineShiftKernel (P.map B) 1 (h_fibre_ae) and
the per-fibre a.c. condDistrib z ≪ volume (hκ_v, via gaussianReal z v_B) are both
closed — exactly the conjuncts that are intractable in the general case.
Preconditions only (NOT load-bearing): measurability, IndepFun A B P, the
Gaussian noise law, finite-second-moment h_mom_A + varA-regularity (h_var_bound).
The bundle being constructed is itself regularity (audited non-load-bearing at its def
site §3).
All 9 integrability conjuncts are supplied. The 3 conditional-KL integrabilities are
supplied via the extracted standalone lemmas in EPI/G2/ConvEntropyDensity.lean
(convCrossEntropy_perFibre_integrable / convCrossEntropy_zAvg_integrable /
convJointLlr_integrable), instantiated here with the
Gaussian fibre q := gaussianPDFReal 0 v_B (translated by z) and the target
convolution density g := convDensityAdd pX g_{v_B}. No signature change was needed:
because the fibre is Gaussian (not the input density), the joint-llr branch (b)
abs-entropy ∫ q·|log q| is the Gaussian self-entropy (finite via
integrable_density_log_density_of_gaussian), so the inventory's suspected hpX_ent
input-density-entropy precondition is not required (the X/Z roles are swapped vs.
the density template, where the fibre is the input). All preconditions:
hA_ac : P.map A ≪ volume (case-1 a.c. input, NOT load-bearing — consumed only for the
density witness and P.map (A/√t) ≪ volume), h_mom_A (finite second moment, feeds the
Gaussian-fibre moment domination), the Gaussian noise law, h_var_bound.
- The regularity conjuncts (closed here):
IndepFun B (A/√t)(h_indep), a.c. ofB + A/√tandA/√t + B(hW_ac/hμ_ac), the fibre identificationh_fibre_ae+ per-fibre a.c.hκ_v, the variance bound (threadedh_var_bound), joint-≪-product, the fibre/path self-entropy + log-density integrabilities, the squared-deviation, and the 3 cross-entropy conjuncts (per-z cross integrand, z-averaged cross-term, joint llr). - The cross-entropy analytic core (
condDifferentialEntropy_le'sh_int/hκ_cross_int/h_cross_int): integrability of the path-densitylog gagainst each Gaussian fibre, dominated by theconvDensityAdd_logFactor_poly_majorant|log g| ≤ (A+1)+B·x²and the Gaussian-fibre quadratic moments. @audit:ok