InformationTheory.Shannon.EPI.Stam.FisherCoupling
Stam inequality body — Step 3 (Cauchy–Schwarz to symmetric Fisher coupling) #
The 1-dimensional Stam inequality proof (Cover–Thomas / Stam 1959 / Blachman 1965)
splits into four steps: the convolution score representation s_Z = E[s_X | Z] = E[s_Y | Z],
pointwise Cauchy–Schwarz on the conditional expectation, total expectation against p_Z giving the
symmetric Fisher coupling J(X + Y) ≤ λ² J(X) + (1 - λ)² J(Y), and optimization over λ giving
1 / J(X + Y) ≥ 1 / J(X) + 1 / J(Y). This file makes Step 3 — integrating the earlier steps into
the symmetric Fisher coupling and bridging into the optimization — explicit.
Main statements #
isStamInequalityHyp_of_indepFun— the full chain to theIsStamInequalityHypsignature, from regularity alone viastamCauchySchwarzOptimal_of_indepFun.stam_optimal_lambda_mem_unit— membership of the optimalλin the unit interval.stam_coupling_saturates— the Gaussian saturation arithmetic kernel.entropyPower_add_ge_of_gaussian— pipeline integration via Gaussian saturation.
Implementation notes #
The analytic content of Steps 2-3 — the conditional Cauchy–Schwarz integrated against p_Z
giving the convex Fisher bound and its λ-optimum — is localized to the single lemma
StamInequality.stamCauchySchwarzOptimal_of_indepFun, which takes regularity preconditions only.
References #
[CoverThomas2006]; [Stam1959]; [Blachman1965].
§1 — Optimal λ membership (arithmetic) #
InformationTheory.Shannon.StamFisherCoupling.stam_optimal_lambda_mem_unit
sourceThe optimal λ J_Y / (J_X + J_Y) selected in Step 4 lies in the unit interval
[0, 1] whenever J_X, J_Y > 0 (used throughout).
Used by
§4 — Full Step 1 → 4 chain to the Stam signature #
InformationTheory.Shannon.StamFisherCoupling.isStamInequalityHyp_of_indepFun
sourceThe full Step 1 → 4 chain to the Stam signature: produces IsStamInequalityHyp
(Cover–Thomas) from regularity preconditions alone. The Step 2-3 convex Fisher bound
is supplied internally by stamCauchySchwarzOptimal_of_indepFun, and the remaining steps are
discharged arithmetically by isStamInequalityHyp_via_body. The hypotheses are only measurability,
independence, and the probability-measure instance.
@audit:ok
Used by
§5 — Gaussian saturation: Step 3 holds with equality at the optimum #
The Gaussian entropy power inequality runs via entropyPower_gaussian_additivity
(see entropyPower_add_ge_of_gaussian below); stam_coupling_saturates is the
arithmetic saturation kernel.
InformationTheory.Shannon.StamFisherCoupling.stam_coupling_saturates
sourceGaussian saturation equality witness: at the optimal λ = b / (a + b), the coupling RHS
λ² a + (1 - λ)² b equals the harmonic mean a b / (a + b) exactly, so equality in the Step-3
coupling is equivalent to equality in the harmonic-mean bound.
Used by
§6 — EPI pipeline integration #
InformationTheory.Shannon.StamFisherCoupling.entropyPower_add_ge_of_gaussian
sourceFor Gaussian X, Y with non-zero variance, EPI holds with no Stam-predicate hypothesis:
the Gaussian saturation bridge StamEPIBridge.epi_via_stam_gaussian, re-exported into the
Fisher-coupling module.