InformationTheory

InformationTheory.Shannon.EPI.Stam.FisherCoupling

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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 #

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) #

theorem

InformationTheory.Shannon.StamFisherCoupling.stam_optimal_lambda_mem_unit

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{a b : } (ha : 0 < a) (hb : 0 < b) :
0 b / (a + b) b / (a + b) 1

The 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 #

    theorem

    InformationTheory.Shannon.StamFisherCoupling.isStamInequalityHyp_of_indepFun

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    The 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.

      theorem

      InformationTheory.Shannon.StamFisherCoupling.stam_coupling_saturates

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      {a b : } (ha : 0 < a) (hb : 0 < b) :
      (b / (a + b)) ^ 2 * a + (1 - b / (a + b)) ^ 2 * b = a * b / (a + b)

      Gaussian 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 #

        theorem

        InformationTheory.Shannon.StamFisherCoupling.entropyPower_add_ge_of_gaussian

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        For 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.

        Used by