InformationTheory

InformationTheory.Shannon.EPI.Stam.DeBruijnConclusion

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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, in EPI/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 lemma StamInequality.stamCauchySchwarzOptimal_of_indepFun, via convex_fisher_bound_of_ready (regularity preconditions only). The chain isStamInequalityHyp_of_indepFun discharges IsStamInequalityHyp from regularity alone via that lemma.
  • The de Bruijn identity (V2). deBruijn_identity_v2 gives, from IsRegularDeBruijnHypV2, the heat-flow derivative (d/dt) h(X + √t · Z) = (1/2) · J(g_t), with the Gaussian case deBruijn_identity_v2_gaussian fully 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:

  1. Stam from regularity (§2). The Step 2-3 analytic core is localized to stamCauchySchwarzOptimal_of_indepFun; isStamInequalityHyp_of_primitives derives IsStamInequalityHyp from regularity preconditions alone (no load-bearing analytic hypothesis).
  2. The de Bruijn gap-monotonicity engine (§1, §6). The de Bruijn derivative g'(t) = (1/2) · J(g_t) is ≥ 0 because 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 discharge g'(t) ≥ 0 outright 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 #

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 #

def

InformationTheory.Shannon.EPIStamDeBruijnConclusion.IsEPIGapMonotoneHyp

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(f : ) :

The 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).

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Instances For
    Used by
      theorem

      InformationTheory.Shannon.EPIStamDeBruijnConclusion.deBruijn_deriv_nonneg

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      The 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
        theorem

        InformationTheory.Shannon.EPIStamDeBruijnConclusion.isEPIGapMonotoneHyp

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        The EPI gap-monotonicity predicate holds for every density f.

        Used by
          theorem

          InformationTheory.Shannon.EPIStamDeBruijnConclusion.isEPIGapMonotoneHyp_of_deBruijnV2

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          Gap-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 #

            theorem

            InformationTheory.Shannon.EPIStamDeBruijnConclusion.isStamInequalityHyp_of_primitives

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            The 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.

              theorem

              InformationTheory.Shannon.EPIStamDeBruijnConclusion.entropy_power_inequality_gaussian'

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              Gaussian 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 #

                theorem

                InformationTheory.Shannon.EPIStamDeBruijnConclusion.deBruijn_gap_deriv_nonneg_gaussian

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                Composed 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
                  theorem

                  InformationTheory.Shannon.EPIStamDeBruijnConclusion.isEPIGapMonotoneHyp_of_density

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                  The 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.

                  Used by