InformationTheory

InformationTheory.Shannon.EPI.Case1.SmoothingLimit

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Explicit-density de Bruijn producer and explicit density-form EPI #

This file replaces the canonical Measure.rnDeriv representative in the de Bruijn producer with an explicit density argument.

The canonical rnDeriv representative is Classical.choose-derived and generically non-differentiable, so IsRegularDensityV2 (full pointwise regularity) cannot be transported from a smoothed density conv(pX, g_t) to a mere a.e.-equal canonical representative. The producer here accepts an explicit pX : ℝ → ℝ that the caller controls.

Main definitions #

Main statements #

Implementation notes #

All hypotheses (hpX_nn/hpX_meas/hpX_int/hpX_law/hpX_mom/hreg_pX/hnorm_pX/hready_pX) are regularity preconditions, not load-bearing: they assert pointwise regularity of the explicit density, normalization, and finite Fisher information, but do not encode the de Bruijn / Fisher-monotonicity inequality core.

noncomputable def

InformationTheory.Shannon.EPICase1SmoothingLimit.isDeBruijnRegularityHyp_of_explicitDensity

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{Ω : Type u_1} { : MeasurableSpace Ω} (X Z_X : Ω) (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (hZX_law : MeasureTheory.Measure.map Z_X P = ProbabilityTheory.gaussianReal 0 1) (pX : ) (hpX_nn : ∀ (x : ), 0 pX x) (hpX_meas : Measurable pX) (hpX_int : MeasureTheory.Integrable pX MeasureTheory.volume) (hpX_law : MeasureTheory.Measure.map X P = MeasureTheory.volume.withDensity fun (x : ) => ENNReal.ofReal (pX x)) (hpX_mom : MeasureTheory.Integrable (fun (y : ) => y ^ 2 * pX y) MeasureTheory.volume) (hreg_pX : FisherInfo.IsRegularDensityV2 pX) (hnorm_pX : (x : ), pX x = 1) (hready_pX : ∀ (v : NNReal), v 0EPIBlachmanDensity.IsBlachmanConvReady pX (ProbabilityTheory.gaussianPDFReal 0 v)) :

Explicit-density variant of isDeBruijnRegularityHyp_of_methodX_unitnoise.

Replaces the canonical rnDeriv prefix with an explicit pX : ℝ → ℝ argument, allowing the caller to pass a pointwise-regular density such as conv(pX_base, g_t) directly without having to transport IsRegularDensityV2 through an a.e.-equality. @audit:ok

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      noncomputable def

      InformationTheory.Shannon.EPICase1SmoothingLimit.isHeatFlowEndpointRegular_of_map_eq_rnDeriv

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          theorem

          InformationTheory.Shannon.EPICase1SmoothingLimit.entropy_power_inequality_of_density_explicit

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          {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X Y : Ω) (hX : Measurable X) (hY : Measurable Y) (hXY : ProbabilityTheory.IndepFun X Y P) (hX_ac : (MeasureTheory.Measure.map X P).AbsolutelyContinuous MeasureTheory.volume) (hY_ac : (MeasureTheory.Measure.map Y P).AbsolutelyContinuous MeasureTheory.volume) (h_mom_X : MeasureTheory.Integrable (fun (ω : Ω) => X ω ^ 2) P) (h_mom_Y : MeasureTheory.Integrable (fun (ω : Ω) => Y ω ^ 2) P) (pX : ) (hpX_nn : ∀ (x : ), 0 pX x) (hpX_meas : Measurable pX) (hpX_int : MeasureTheory.Integrable pX MeasureTheory.volume) (hpX_law : MeasureTheory.Measure.map X P = MeasureTheory.volume.withDensity fun (x : ) => ENNReal.ofReal (pX x)) (hpX_mom : MeasureTheory.Integrable (fun (y : ) => y ^ 2 * pX y) MeasureTheory.volume) (hreg_pX : FisherInfo.IsRegularDensityV2 pX) (hnorm_pX : (x : ), pX x = 1) (hready_pX : ∀ (v : NNReal), v 0EPIBlachmanDensity.IsBlachmanConvReady pX (ProbabilityTheory.gaussianPDFReal 0 v)) (hent_pX : MeasureTheory.Integrable (fun (x : ) => (pX x).negMulLog) MeasureTheory.volume) (pY : ) (hpY_nn : ∀ (x : ), 0 pY x) (hpY_meas : Measurable pY) (hpY_int : MeasureTheory.Integrable pY MeasureTheory.volume) (hpY_law : MeasureTheory.Measure.map Y P = MeasureTheory.volume.withDensity fun (x : ) => ENNReal.ofReal (pY x)) (hpY_mom : MeasureTheory.Integrable (fun (y : ) => y ^ 2 * pY y) MeasureTheory.volume) (hreg_pY : FisherInfo.IsRegularDensityV2 pY) (hnorm_pY : (x : ), pY x = 1) (hready_pY : ∀ (v : NNReal), v 0EPIBlachmanDensity.IsBlachmanConvReady pY (ProbabilityTheory.gaussianPDFReal 0 v)) (hent_pY : MeasureTheory.Integrable (fun (x : ) => (pY x).negMulLog) MeasureTheory.volume) (pXY : ) (hpXY_nn : ∀ (x : ), 0 pXY x) (hpXY_meas : Measurable pXY) (hpXY_int : MeasureTheory.Integrable pXY MeasureTheory.volume) (hpXY_law : MeasureTheory.Measure.map (fun (ω : Ω) => X ω + Y ω) P = MeasureTheory.volume.withDensity fun (x : ) => ENNReal.ofReal (pXY x)) (hpXY_mom : MeasureTheory.Integrable (fun (y : ) => y ^ 2 * pXY y) MeasureTheory.volume) (hreg_pXY : FisherInfo.IsRegularDensityV2 pXY) (hnorm_pXY : (x : ), pXY x = 1) (hready_pXY : ∀ (v : NNReal), v 0EPIBlachmanDensity.IsBlachmanConvReady pXY (ProbabilityTheory.gaussianPDFReal 0 v)) (hent_pXY : MeasureTheory.Integrable (fun (x : ) => (pXY x).negMulLog) MeasureTheory.volume) :

          Explicit-density variant of entropy_power_inequality_of_density.

          States regularity hypotheses for pX, pY, pXY as explicit ℝ → ℝ arguments rather than canonical rnDeriv representatives, and adds withDensity links. All hypotheses are regularity preconditions; they do not encode the EPI inequality core. @audit:ok

          Used by
            theorem

            InformationTheory.Shannon.EPICase1SmoothingLimit.isBlachmanConvReady_convGaussian_gaussian

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            (p_base : ) {τ : } ( : 0 < τ) (hp_nn : ∀ (x : ), 0 p_base x) (hp_meas : Measurable p_base) (hp_int : MeasureTheory.Integrable p_base MeasureTheory.volume) (hp_mass : 0 < (x : ), p_base x) (hp_norm : (x : ), p_base x = 1) {v : NNReal} (hv : v 0) :

            Blachman bridge — IsBlachmanConvReady (convDensityAdd p_base g_τ) (gaussianPDFReal 0 v).

            The explicit entropy_power_inequality_of_density_explicit requires, for each density witness q, a hready : ∀ v ≠ 0, IsBlachmanConvReady q (gaussianPDFReal 0 v). When q is itself a conv-density convDensityAdd p_base g_τ, the bare IsBlachmanConvReady (conv …) (g_v) shape is supplied by the asymmetric producer isBlachmanConvReady_convDensityAdd_gaussian_asym: take its second arm pY := gaussianPDFReal 0 ⟨v/2,_⟩ at time v/2, so its second factor convDensityAdd g_{v/2} g_{v/2} collapses to gaussianPDFReal 0 v via the variance-doubling identity convDensityAdd_gaussian_variance_double.

            All hypotheses are regularity preconditions; the conclusion (19-field bundle) is genuinely derived. No bundled analytic core.

            Used by
              theorem

              InformationTheory.Shannon.EPICase1SmoothingLimit.memLp_two_of_map_eq_gaussianReal_one

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              Used by
                theorem

                InformationTheory.Shannon.EPICase1SmoothingLimit.map_eq_withDensity_ofReal_rnDeriv

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                Used by
                  theorem

                  InformationTheory.Shannon.EPICase1SmoothingLimit.integrable_sq_mul_of_map_eq_withDensity_ofReal

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                  {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (V : Ω) (p : ) (hV : Measurable V) (hlaw : MeasureTheory.Measure.map V P = MeasureTheory.volume.withDensity fun (x : ) => ENNReal.ofReal (p x)) (hp_nn : ∀ (x : ), 0 p x) (hp_meas : Measurable p) (hmom : MeasureTheory.Integrable (fun (ω : Ω) => V ω ^ 2) P) :
                  Used by
                    theorem

                    InformationTheory.Shannon.EPICase1SmoothingLimit.map_smoothed_eq_withDensity_convDensityAdd

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                    {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (U Zw : Ω) (p_base : ) (v_Z : NNReal) (hU : Measurable U) (hZw : Measurable Zw) (hUZw : ProbabilityTheory.IndepFun U Zw P) (hv_Z : 0 < v_Z) (hZw_law : MeasureTheory.Measure.map Zw P = ProbabilityTheory.gaussianReal 0 v_Z) (hp_nn : ∀ (x : ), 0 p_base x) (hp_meas : Measurable p_base) (hp_law : MeasureTheory.Measure.map U P = MeasureTheory.volume.withDensity fun (x : ) => ENNReal.ofReal (p_base x)) {t : } (ht : 0 < t) (hpath_ac : (MeasureTheory.Measure.map (fun (ω : Ω) => U ω + t * Zw ω) P).AbsolutelyContinuous MeasureTheory.volume) :
                    Used by
                      theorem

                      InformationTheory.Shannon.EPICase1SmoothingLimit.canonical_base_density_regularity

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                      Used by
                        theorem

                        InformationTheory.Shannon.EPICase1SmoothingLimit.smoothing_density_regularity

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                        Used by
                          theorem

                          InformationTheory.Shannon.EPICase1SmoothingLimit.entropyPower_smoothed_epi_perT

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                          {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X Y Z_X Z_Y : Ω) (hX : Measurable X) (hY : Measurable Y) (hZX : Measurable Z_X) (hZY : Measurable Z_Y) (hX_ac : (MeasureTheory.Measure.map X P).AbsolutelyContinuous MeasureTheory.volume) (hY_ac : (MeasureTheory.Measure.map Y P).AbsolutelyContinuous MeasureTheory.volume) (h_mom_X : MeasureTheory.Integrable (fun (ω : Ω) => X ω ^ 2) P) (h_mom_Y : MeasureTheory.Integrable (fun (ω : Ω) => Y ω ^ 2) P) (hZX_law : MeasureTheory.Measure.map Z_X P = ProbabilityTheory.gaussianReal 0 1) (hZY_law : MeasureTheory.Measure.map Z_Y P = ProbabilityTheory.gaussianReal 0 1) (h_iIndep : ProbabilityTheory.iIndepFun ![X, Y, Z_X, Z_Y] P) {t : } (ht : 0 < t) :
                          EntropyPowerInequality.entropyPower (MeasureTheory.Measure.map (fun (ω : Ω) => X ω + t * Z_X ω + (Y ω + t * Z_Y ω)) P) EntropyPowerInequality.entropyPower (MeasureTheory.Measure.map (fun (ω : Ω) => X ω + t * Z_X ω) P) + EntropyPowerInequality.entropyPower (MeasureTheory.Measure.map (fun (ω : Ω) => Y ω + t * Z_Y ω) P)

                          Per-t smoothing EPI.

                          For smoothed variables X_t = X + √t·Z_X, Y_t = Y + √t·Z_Y (independent standard-normal noises), the entropy-power inequality holds at every fixed t > 0. Proved by instantiating the explicit-density EPI entropy_power_inequality_of_density_explicit at X := X_t, Y := Y_t, with conv-density witnesses convDensityAdd p_base g_τ (canonical-base densities convolved with the smoothing Gaussian), and discharging all regularity obligations via the public conv-Gaussian producers (regularity / normalization / Blachman / finite Fisher / finite entropy). @audit:ok

                          Used by
                            theorem

                            InformationTheory.Shannon.EPICase1SmoothingLimit.iIndepFun_liftMeasure4_of_indep

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                            {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X Y : Ω) (hX : Measurable X) (hY : Measurable Y) (hXY : ProbabilityTheory.IndepFun X Y P) :
                            ProbabilityTheory.iIndepFun ![fun (p : Ω × × × ) => X p.1, fun (p : Ω × × × ) => Y p.1, fun (p : Ω × × × ) => p.2.1, fun (p : Ω × × × ) => p.2.2.1] (EPINoiseExtension.liftMeasure3 P)
                            Used by
                              theorem

                              InformationTheory.Shannon.EPICase1SmoothingLimit.entropy_power_add_ge_of_finite_variance

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                              Finite-variance classical EPI (Real, no noise).

                              The base-level entropy-power inequality N(X+Y) ≥ N(X) + N(Y) for absolutely continuous, finite-variance, independent X, Y — with NO smoothing noise. Obtained by lifting to a 3-noise space, instantiating the per-t smoothing EPI entropyPower_smoothed_epi_perT at every t > 0, and pushing t → 0⁺ via heat-flow endpoint continuity (heatFlowEntropyPower_continuousWithinAt_zero) with le_of_tendsto_of_tendsto.

                              The entropy-integrability hypotheses hX_ent/hY_ent/hent_sum are regularity preconditions (finite differential entropy of the marginals/sum); they do NOT encode the EPI conclusion (load-bearing-free). @audit:ok

                              Used by
                                theorem

                                InformationTheory.Shannon.EPICase1SmoothingLimit.entropyPowerExt_add_ge_of_finite_variance

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                                Finite-variance classical EPI (ext, ℝ≥0∞).

                                The entropyPowerExt (ℝ≥0∞-valued) version of entropy_power_add_ge_of_finite_variance. Under the same hypotheses, Nₑ(X+Y) ≥ Nₑ(X) + Nₑ(Y) in ℝ≥0∞. Obtained by lifting the Real inequality through entropyPowerExt_of_ac_integrable (entropyPowerExt μ = ENNReal.ofReal (entropyPower μ) for a.c. + finite-entropy μ) and ENNReal.ofReal_add (both entropy powers nonneg). @audit:ok

                                Used by

                                  Infinite-variance a.c. classical EPI #

                                  The infinite-variance case entropyPowerExt_add_ge_infinite_variance is established in EPI/InfiniteVariance/Capstone.lean (compact-support truncation + finite-variance EPI + Gibbs + DCT). It cannot reside here because this file is upstream of the truncation module (import cycle).