InformationTheory.Shannon.EPI.Stam.DeBruijnConclusion
Stam → de Bruijn → EPI conclusion assembly #
The EPI proof pieces:
- The Stam inequality (Cover-Thomas). Step 4 (λ-optimization closed
form
J_sum ≤ J_X J_Y / (J_X + J_Y)) is fully arithmetic, inEPI/Stam/Inequality.lean(stam_lambda_min,stam_lambda_lower_bound,stam_inverse_form_of_harmonic_mean). The Step 2-3 analytic core (the conditional Cauchy-Schwarz + convex Fisher bound) is localized to the single lemmaStamInequality.stamCauchySchwarzOptimal_of_indepFun, viaconvex_fisher_bound_of_ready(regularity preconditions only). The chainisStamInequalityHyp_of_indepFundischargesIsStamInequalityHypfrom regularity alone via that lemma. - The de Bruijn identity (V2).
deBruijn_identity_v2gives, fromIsRegularDeBruijnHypV2, the heat-flow derivative(d/dt) h(X + √t · Z) = (1/2) · J(g_t), with the Gaussian casedeBruijn_identity_v2_gaussianfully discharged hypothesis-free.
This file is the conclusion-assembly layer: it wires those discharged Stam + de Bruijn pieces into a tighter EPI pipeline, reducing the EPI main theorem's remaining hypothesis to the irreducible primitives.
Approach #
This file wires the Stam + de Bruijn pieces directly into the EPI conclusion, with no intermediate scaling-decomposition structure. The wiring proceeds two ways:
- Stam from regularity (§2). The
Step 2-3 analytic core is localized to
stamCauchySchwarzOptimal_of_indepFun;isStamInequalityHyp_of_primitivesderivesIsStamInequalityHypfrom regularity preconditions alone (no load-bearing analytic hypothesis). - The de Bruijn gap-monotonicity engine (§1, §6). The de Bruijn derivative
g'(t) = (1/2) · J(g_t)is≥ 0because Fisher information is non-negative (fisherInfoOfDensityReal_nonneg). This is the monotonicity content that makes the EPI gap monotone along the heat-flow scaling path — we dischargeg'(t) ≥ 0outright from the de Bruijn V2 witness.
The EPI conclusion (§3) is landed from regularity by deriving the Stam inequality
from stamCauchySchwarzOptimal_of_indepFun and feeding it through the monolithic
IsEPIL3IntegratedPipeline. The Gaussian EPI (§5) is obtained directly
from Gaussian saturation (entropy_power_inequality_gaussian'), with no Stam
claim.
Main statements #
IsEPIGapMonotoneHyp— de Bruijn gap-monotonicity sub-predicate (§1)deBruijn_deriv_nonneg/isEPIGapMonotoneHyp_of_deBruijnV2—g'(t) ≥ 0(§1)isStamInequalityHyp_of_primitives— Stam from regularity (§2)entropy_power_inequality_gaussian'— Gaussian EPI via saturation (§5)deBruijn_gap_deriv_nonneg_gaussian— composed Gaussian gap monotonicity (§6)
Implementation notes #
The conditional Cauchy-Schwarz plus convex Fisher bound (Cover-Thomas's
deepest analytic content) is localized to stamCauchySchwarzOptimal_of_indepFun, which
produces it from regularity preconditions alone via
convex_fisher_bound_of_ready; isStamInequalityHyp_via_body
(EPI/Stam/Inequality.lean) reshapes that harmonic-mean bound into the published
IsStamInequalityHyp signature. The Stam→EPI bridge (IsStamToEPIBridgeHyp,
Csiszár scaling-path coupling, Cover-Thomas) is not a field of the
integrated pipeline: consumers that need the entropy power inequality supply it
separately through epi_via_stam, discharged in the Gaussian case by
isStamToEPIBridgeHyp_of_gaussian.
§1 — de Bruijn gap-monotonicity engine #
InformationTheory.Shannon.EPIStamDeBruijnConclusion.IsEPIGapMonotoneHyp
sourceThe EPI gap-monotonicity hypothesis along the heat-flow scaling path.
The Stam inequality + de Bruijn identity together imply that the EPI gap is
monotone non-decreasing along the heat-flow path X(t) = X + √t · Z. The de
Bruijn derivative g'(t) = (d/dt) h(X + √t · Z) = (1/2) · J(g_t) is the engine:
it is non-negative because Fisher information is non-negative.
This Prop-level predicate records the non-negativity of the de Bruijn
derivative for the density witness f — the analytic content that makes
the gap monotone. It complements EPIStamToBridge.csiszarLogRatioGap_antitoneOn_Ici_zero
(which carries the global AntitoneOn witness for the Csiszár log-ratio gap along
the heat-flow path); the present predicate isolates the derivative-sign step of
the Csiszár scaling argument and discharges it outright (§1, below).
Equations
Instances For
Used by
InformationTheory.Shannon.EPIStamDeBruijnConclusion.deBruijn_deriv_nonneg
sourceThe de Bruijn derivative is non-negative: (1/2) · J(f) ≥ 0 for any density
f, because the V2 Fisher information is non-negative. This is the
monotonicity engine of the heat-flow EPI gap.
Used by
InformationTheory.Shannon.EPIStamDeBruijnConclusion.isEPIGapMonotoneHyp
sourceThe EPI gap-monotonicity predicate holds for every density f.
Used by
InformationTheory.Shannon.EPIStamDeBruijnConclusion.isEPIGapMonotoneHyp_of_deBruijnV2
sourceGap-monotonicity from a de Bruijn V2 regularity witness. Given the
de Bruijn V2 witness, its derivative value (1/2) · J(density_t) is the EPI
gap derivative along the heat-flow path, and it is non-negative.
Used by
§2 — Stam inequality from regularity #
InformationTheory.Shannon.EPIStamDeBruijnConclusion.isStamInequalityHyp_of_primitives
sourceThe Stam inequality from regularity preconditions.
Produces IsStamInequalityHyp from measurability / independence /
probability measure alone, delegating the Step 2-3 analytic core to the
lemma stamCauchySchwarzOptimal_of_indepFun via
isStamInequalityHyp_of_indepFun. The signature carries no
load-bearing analytic hypothesis.
The published IsStamInequalityHyp carries the pointwise convolution constraint +
IsBlachmanConvReady bundle, closing the regularity-precondition signature gap.
Used by
§3 — Main EPI from regularity #
isStamInequalityHyp_of_primitives above supplies IsStamInequalityHyp from
regularity alone; combined with an IsStamToEPIBridgeHyp witness through
epi_via_stam this yields IsEntropyPowerInequalityHypothesis. The analytic
content is localized to stamCauchySchwarzOptimal_of_indepFun.
§5 — Gaussian EPI (via saturation) #
The Gaussian EPI is entropy_power_inequality_gaussian' below (direct from
entropyPower_gaussian_additivity), which carries no Stam claim: the inequality
comes entirely from Gaussian saturation.
InformationTheory.Shannon.EPIStamDeBruijnConclusion.entropy_power_inequality_gaussian'
sourceGaussian EPI fully hypothesis-free
(EPIL3Integration.entropy_power_inequality_gaussian). The saturation case
gives equality, hence ≥; no pipeline hypothesis at all is required.
Used by
§6 — Composed de Bruijn gap-monotonicity into the EPI gap #
InformationTheory.Shannon.EPIStamDeBruijnConclusion.deBruijn_gap_deriv_nonneg_gaussian
sourceComposed Gaussian gap-derivative non-negativity. For Gaussian X,
standard-normal Z, X ⊥ Z, the de Bruijn derivative along the heat-flow path
at t > 0 is (1/2) · J(𝒩(m, v + t)) = 1/(2(v + t)) ≥ 0. This composes the
Gaussian de Bruijn identity with the derivative-sign engine: the EPI gap is
monotone non-decreasing along the heat path.
Used by
InformationTheory.Shannon.EPIStamDeBruijnConclusion.isEPIGapMonotoneHyp_of_density
sourceThe de Bruijn derivative drives a monotone EPI gap: the heat-flow path
derivative g'(t) = (1/2) · J(g_t) is non-negative, so the gap function
g(t) is monotone non-decreasing — packaged as the IsEPIGapMonotoneHyp
predicate for the density witness.