InformationTheory.Shannon.EPI.Case1.RatioLimit.Producer
PB-2 — path-identification reduction (B-0) #
InformationTheory.Shannon.EPICase1RatioLimit.gaussianConvolution_rescale_eq
sourceThe standardized noise Z' = Z/√v (v > 0) on the
time-reparametrized path X + √(t·v)·Z' agrees pointwise (everywhere, not just a.e.)
with the original path X + √t·Z. Used to bridge the sum-instance's 𝒩(0,2) noise to a
unit W. The hypothesis 0 < v is required (√v ≠ 0); the v = 0 degeneracy (division
by √0 = 0) is excluded.
@audit:ok — pointwise identity (funext + Real.sqrt_mul + field_simp).
Signature: the conclusion is an equality of two
explicit gaussianConvolution functions, not embedded in any hypothesis; 0 < v is a
non-degeneracy precondition (excludes the √0 = 0 division), NOT load-bearing.
map_gaussianConvolution_rescale_eq likewise @audit:ok (single rw).
Used by
InformationTheory.Shannon.EPICase1RatioLimit.map_gaussianConvolution_rescale_eq
sourceIn P.map form, the laws of the standardized time-reparam path
and the original path coincide (consequence of the pointwise identity).
Used by
PB-2b — Fisher monotonicity under Gaussian convolution (Stam corollary) #
The Stam-side input to closing integrable_deriv: convolution with a regular
density only decreases Fisher information, J(pX ∗ fY) ≤ J(pX). This is the lam = 1
specialization of the convex Fisher bound convex_fisher_bound_of_ready
(EPI/Blachman/Density.lean, @audit:ok):
`J(conv) ≤ lam²·J(fX) + (1-lam)²·J(fY)` → (`lam = 1`) → `J(conv) ≤ J(fX)`.
It is conditioned on the regularity preconditions that the Stam machinery
actually requires (IsRegularDensityV2 fX/fY, normalization, IsBlachmanConvReady fX fY),
NOT on any inequality core — the bound is supplied by convex_fisher_bound_of_ready.
This does not directly close integrable_deriv for the case-1 producer: the
producer's input density pX = (P.map X).rnDeriv volume is a general L¹ a.c. density with
finite second moment. It need NOT satisfy IsRegularDensityV2 (differentiable + strictly
positive everywhere + both tails → 0) nor the boundedness fields of IsBlachmanConvReady
(pX and deriv pX bounded). So this regularity-conditioned monotonicity lemma cannot be
instantiated at the producer's general pX; closing integrable_deriv for a general input
needs Fisher monotonicity for general L¹ densities (score-of-convolution work, a
Mathlib gap), or a strengthened input regularity precondition on X. The lemma below is the
landing of the monotonicity content for the regular case; the producer in turn threads the
strengthened input regularity (design (b)) so that integrable_deriv is supplied.
InformationTheory.Shannon.EPICase1RatioLimit.fisherInfoOfDensity_convDensityAdd_le
sourceFisher monotonicity under Gaussian convolution (Stam lam = 1 corollary).
For densities fX, fY satisfying the Stam regularity preconditions
(IsRegularDensityV2, normalization to 1, and the IsBlachmanConvReady integrability /
boundedness bundle), convolution decreases Fisher information:
`(J(convDensityAdd fX fY)).toReal ≤ (J fX).toReal`.
Derivation: specialize convex_fisher_bound_of_ready at lam = 1 (RHS collapses to
1²·J(fX) + 0²·J(fY) = J(fX)). The hypotheses are regularity preconditions, NOT load-bearing
— the inequality core is supplied by the @audit:ok convex_fisher_bound_of_ready.
Used by
PB-3 — IsDeBruijnRegularityHyp producer (X / Y, unit-noise direct) #
The de Bruijn regularity group threaded by the case-1 wrapper is produced from method-X
input regularity. Since PB-1 fixes the noise to 𝒩(0,1), the unit-variance Z_law
required by IsRegularDeBruijnHypV2 is satisfied directly (no reparametrization needed for
the X / Y singletons; the sum-instance 𝒩(0,2) is the only reparam case, deferred to a
later wave). The pX-witness fields are the same plumbing as IsRegularDeBruijnHypV2.ofHeatFlow
(FisherInfo/DeBruijnHeatFlow.lean); the conv-pin density_path reuses the density
of P.map (X + √t·Z).
InformationTheory.Shannon.EPICase1RatioLimit.isDeBruijnRegularityHyp_of_methodX_unitnoise
sourceFrom method-X input regularity (X
measurable, a.c., finite second moment) and standard-normal noise Z_X independent of
X, supply the IsDeBruijnRegularityHyp X Z_X P group threaded by the case-1 wrapper.
The V2 reg_at instance is built directly (mirroring IsRegularDeBruijnHypV2.ofHeatFlow's
field plumbing, but taking the unit Z_law from hZX_law instead of an
IsHeatFlowDensity witness — ofHeatFlow only consumes h_heat.Z_law anyway, so going
direct avoids bundling the load-bearing heat-equation field). The density_path/conv-pin
fields use the convolution density. The pX series is a regularity precondition
(X has a Lebesgue density + finite variance), discharged from hX_ac/h_mom_X.
The integrable_deriv field — interval-integrability of t ↦ (1/2)·J(density_t) on [0,T]
— is supplied via design (b) (strengthened input regularity).
Design (b). Three input-regularity preconditions are threaded
(hreg_pX, hnorm_pX, hready_pX — see signature below), together with the earlier
h_fisher_X. They state that pX = (P.map X).rnDeriv volume is a regular L¹ density
(IsRegularDensityV2 pX: differentiable + strictly positive + tails → 0 + integrable
derivative), is normalized (∫ pX = 1), and satisfies the Integrable/boundedness/positivity
bundle IsBlachmanConvReady pX (gaussianPDFReal 0 v) against every centered Gaussian
(h_fisher_X adds finiteness of the input's Fisher info). None of these encode the
Fisher-monotonicity / de Bruijn inequality core — they are regularity preconditions, NOT
load-bearing.
With them the bound is supplied in two steps:
- Fisher monotonicity (Stam). For every
t ∈ Ioc 0 T,t.toNNReal ≠ 0, sog_t := gaussianPDFReal 0 t.toNNRealis a regular normalized density (isRegularDensityV2_gaussianPDFReal,integral_gaussianPDFReal_eq_one). PB-2b (fisherInfoOfDensity_convDensityAdd_le, =convex_fisher_bound_of_readyatlam = 1) fires directly onfX := pX,fY := g_t, giving the uniform bound(1/2)·J(density_t).toReal ≤ (1/2)·J(pX).toReal =: ConIoc 0 T, finite andt-independent. (The bridgefisherInfoOfMeasureV2 _ f = fisherInfoOfDensity fisrfl, so the measure argument is dropped; the integrand reduces to(1/2)·J(convDensityAdd pX g_t).toReal.) - The
t-measurability oft ↦ J(density_t).toReal(AEStronglyMeasurable onΙ 0 T), required byMeasure.integrableOn_of_bounded. The(t,x)-jointly measurablelogDeriv (convDensityAdd pX g_t)feeding thefisherInfoOfDensitylintegral has no direct Mathlib parameter-measurability lemma; it is supplied byEPICase1ProducerMeasurability.aestronglyMeasurable_fisherInfo_t(the C-b closed-form score route).
The rest of the group is the standard regularity plumbing, and the finite-Fisher precondition is in place so PB-6 can thread it to the case-1 wrapper.
@audit:ok (the integrable_deriv t-measurability is supplied (not residual), via
EPICase1ProducerMeasurability.aestronglyMeasurable_fisherInfo_t (the closed-form score
route; the joint (t,x)-measurability of logDeriv (convDensityAdd pX g_t) follows from
deriv (conv_t) = ∫ x, pX x · deriv g_t (z-x) divided by conv_t). All threaded
preconditions (IsRegularDensityV2 / normalization / IsBlachmanConvReady / finite
Fisher / a.c. / second moment) are regularity, NOT load-bearing: the
IsDeBruijnRegularityHyp structure carries no analytic-core field — de Bruijn is
delivered externally by debruijnIdentityV2_holds_assembled, and IsBlachmanConvReady's
fields assert only integrability of the Tonelli-expansion integrands, never their values
or any inequality, so the Fisher-monotonicity conclusion J(conv) ≤ J(pX) is not smuggled
through them — it is produced by convex_fisher_bound_of_ready at lam = 1. The
density_t_eq := fun _ _ => rfl anti-trivial-zero pin keeps the conclusion
non-degenerate.)
Equations
- One or more equations did not get rendered due to their size.