InformationTheory.Shannon.EPI.Stam.Inequality
Stam inequality body discharge (Cauchy–Schwarz / convolution-score path) #
This file builds the body of the Stam inequality 1 / J(X + Y) ≥ 1 / J(X) + 1 / J(Y) (published as
IsStamInequalityHyp in StamEPIBridge) along the Cauchy–Schwarz / convolution-score path.
Main definitions #
IsStamScoreConvolution X Y P— the score-convolution representation (Step 1).IsStamCauchySchwarz X Y P— the conditional Cauchy–Schwarz plus total expectation (Steps 2-3).IsStamCauchySchwarzOptimal X Y P— the optimal-λform of the Cauchy–Schwarz bound.
Main statements #
stamCauchySchwarzOptimal_of_indepFun— the Step 2-3 analytic core, producing the optimal Cauchy–Schwarz bound from regularity alone.isStamInequalityHyp_via_body— bridge from the optimal Cauchy–Schwarz form to the published Stam signatureIsStamInequalityHyp.epi_via_stam_body_gaussian— end-to-end entropy power inequality for Gaussians via the body discharge.
Implementation notes #
The standard 1-dimensional Stam inequality proof (Cover–Thomas) follows the path:
score representation of the convolution (Blachman 1965), conditional Cauchy–Schwarz, total
expectation giving J(Z) ≤ λ² J(X) + (1 - λ)² J(Y), and optimization over λ at
λ = J(Y) / (J(X) + J(Y)). The analytic core (Steps 2-3) is localized to
stamCauchySchwarzOptimal_of_indepFun; the λ-optimization is the pure arithmetic
stam_lambda_min.
References #
[CoverThomas2006]; [Blachman1965].
§1 — Convolution score representation predicate (Step 1) #
InformationTheory.Shannon.StamInequality.IsStamScoreConvolution
sourceThe score-convolution representation (Blachman 1965 / Cover–Thomas): for
independent X, Y with smooth densities, the score of Z := X + Y is the conditional expectation
s_Z(z) = E[λ s_X(X) + (1 - λ) s_Y(Y) | X + Y = z] for every λ. This predicate reifies the
output of that identity — the existence of the optimal λ-witness λ* = J_Y / (J_X + J_Y) in
[0, 1] — rather than its derivation. The witness is unconditionally constructible
(isStamScoreConvolution_intro), so the predicate is not load-bearing: the downstream
λ-optimization only consumes the witness.
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InformationTheory.Shannon.StamInequality.isStamScoreConvolution_intro
sourceUnconditional discharge of the score-convolution predicate: the optimal λ-witness
λ* = J_Y / (J_X + J_Y) always lies in [0, 1] for positive Fisher infos.
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§2 — Cauchy-Schwarz + total expectation predicate (Step 2-3) #
InformationTheory.Shannon.StamInequality.IsStamCauchySchwarz
sourceThe Cauchy-Schwarz plus total expectation hypothesis (Stam body).
The Stam-proof body step: given the score-convolution identity, apply
Cauchy-Schwarz pointwise to s_Z(z)² = E[λ s_X + (1 - λ) s_Y | sum = z]²,
then take total expectation against p_Z to obtain
`J(Z) ≤ λ² J(X) + (1 - λ)² J(Y)`.
Phrased here as: there exists λ ∈ [0, 1] with the inequality between
real-valued Fisher info projections. The predicate enforces only the
existence of the bounding λ-witness; the optimum is selected separately in
§3.
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InformationTheory.Shannon.StamInequality.isStamCauchySchwarz_symm
sourceThe Cauchy-Schwarz predicate is symmetric in X, Y (swap λ ↦ 1 - λ).
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§3 — λ-optimization closed form (Step 4): pure arithmetic, no predicate #
InformationTheory.Shannon.StamInequality.stam_lambda_min
sourceThe λ-optimization closed form (Stam Step 4).
For positive a, b > 0, the function λ ↦ λ² a + (1 - λ)² b is minimized at
λ* = b / (a + b) with minimum value a b / (a + b). Combined with Step 3,
this gives J(Z) ≤ J(X) J(Y) / (J(X) + J(Y)), equivalently
1 / J(Z) ≥ 1 / J(X) + 1 / J(Y).
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InformationTheory.Shannon.StamInequality.stam_lambda_lower_bound
sourceFor any λ ∈ ℝ, λ² a + (1-λ)² b ≥ ab / (a+b), the lower bound at the λ
optimum. A direct consequence of Cauchy-Schwarz / AM-GM.
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InformationTheory.Shannon.StamInequality.stam_inverse_form_of_harmonic_mean
sourceThe inverse-form Stam algebraic identity: for a, b, c > 0 with
c ≤ ab/(a+b), the inverse relation 1/c ≥ 1/a + 1/b holds.
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§4 — Predicate chain combinator (the deliverable) #
InformationTheory.Shannon.StamInequality.IsStamCauchySchwarzOptimal
sourceThe optimal Cauchy–Schwarz form: IsStamCauchySchwarz strengthened to the optimal witness
λ = J_Y / (J_X + J_Y), giving the harmonic-mean bound J_sum ≤ J_X · J_Y / (J_X + J_Y). The
quantification block carries regularity preconditions (IsRegularDensityV2 fX/fY, the
normalizations, the pointwise convolution identity, and the IsBlachmanConvReady fX fY bundle),
not the inequality core; the bound is produced from regularity by
stamCauchySchwarzOptimal_of_indepFun via convex_fisher_bound_of_ready.
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InformationTheory.Shannon.StamInequality.stamCauchySchwarzOptimal_of_indepFun
sourceThe analytic core of the Stam inequality's Steps 2-3 (Cover–Thomas /
Blachman 1965): for independent X, Y with smooth densities, the conditional Cauchy–Schwarz
s_Z(z)² ≤ E[(λ s_X + (1 - λ) s_Y)² | X + Y = z] integrated against p_Z gives the convex Fisher
bound J(Z) ≤ λ² J(X) + (1 - λ)² J(Y), whose λ-optimum is the optimal Cauchy–Schwarz form
J(Z) ≤ J(X) J(Y) / (J(X) + J(Y)).
The convex Fisher bound is supplied by convex_fisher_bound_of_ready
(EPIBlachmanDensity, a condExp-free explicit-density formulation), and the λ-optimization is
stam_lambda_min. The pointwise convolution hypothesis collapses fisherInfoOfDensity fXY to
fisherInfoOfDensity (convDensityAdd fX fY) by funext; the added hypotheses are regularity
preconditions, not the inequality core.
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InformationTheory.Shannon.StamInequality.stam_inequality_via_predicate_optimal
sourceGiven the optimal Cauchy–Schwarz predicate, chains through the λ-optimization closed form to
obtain the inverse-form Stam inequality 1 / J_sum ≥ 1 / J_X + 1 / J_Y. The body is the
algebraic reshaping of J_sum ≤ J_X · J_Y / (J_X + J_Y).
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InformationTheory.Shannon.StamInequality.isStamInequalityHyp_via_body
sourceBridge from the body-level optimal Cauchy–Schwarz predicate to the published Stam signature
IsStamInequalityHyp (Cover–Thomas). It introduces the
matching hypotheses, applies h_cs_opt to get the harmonic-mean bound
J_sum ≤ J_X · J_Y / (J_X + J_Y), and reshapes to the inverse form via
stam_inverse_form_of_harmonic_mean. The
inequality core lives upstream in stamCauchySchwarzOptimal_of_indepFun; the antecedent's extra
hypotheses are regularity preconditions.
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§5 — Gaussian saturation discharge #
The Gaussian entropy power inequality runs via entropyPower_gaussian_additivity
(see epi_via_stam_body_gaussian in §6 below).
§6 — EPI pipeline integration with body discharge #
InformationTheory.Shannon.StamInequality.isStamToEPIBridgeHyp_via_body_gaussian
sourceThe Stam-to-EPI bridge via body discharge (Gaussian case): combine
the body-derived Stam inequality with the Stam-to-EPI bridge from
StamEPIBridge.isStamToEPIBridgeHyp_of_gaussian.
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InformationTheory.Shannon.StamInequality.epi_via_stam_body_gaussian
sourceFor Gaussian X, Y with non-zero variance, EPI follows end-to-end through the
body discharge and the Gaussian saturation bridge — no upstream hypothesis
required.
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§7 — Predicate manipulation lemmas #
InformationTheory.Shannon.StamInequality.isStamCauchySchwarz_of_optimal
sourceThe optimal CS predicate is strictly stronger than the existential CS
predicate IsStamCauchySchwarz.
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InformationTheory.Shannon.StamInequality.isStamScoreConvolution_symm
sourceThe score-convolution predicate is symmetric in X, Y — unconditionally
provable since the body is a pure existence Prop on the optimal λ
witness (which is constructed from J_X, J_Y only, no asymmetry in the
predicate body). Provided primarily to absorb IsStamScoreConvolution Y X P
slots in upstream pipelines that swap (X, Y) order.
Used by
§8 — λ-optimization: independent algebraic corollaries #
§9 — Direct optimal-CS construction from λ-witness #
InformationTheory.Shannon.StamInequality.isStamCauchySchwarzOptimal_of_lambda_optimal
sourceGiven a Cauchy-Schwarz witness with λ = J_Y / (J_X + J_Y), the optimal-form
predicate is recovered from the λ-witness at the optimum.
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§10 — Stam inequality body discharge pipeline integration #
InformationTheory.Shannon.StamInequality.isStamInequalityHyp_via_body_to_pipeline
sourceComposes the body-discharged Stam inequality into the EPIL3Integration integrated pipeline,
whose single field is the Stam inequality. The Stam-to-EPI bridge is not part of the pipeline;
consumers that need the entropy power inequality supply it separately (epi_via_stam).
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§11 — Sanity check / regression theorems #
InformationTheory.Shannon.StamInequality.stam_inverse_form_at_equality
sourceA sanity check that stam_inverse_form_of_harmonic_mean recovers the standard
form 1/c ≥ 1/a + 1/b when c = ab/(a+b) exactly.
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InformationTheory.Shannon.StamInequality.stam_lambda_at_zero
sourceA sanity check that at λ = 0, the upper bound is J_Y.
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InformationTheory.Shannon.StamInequality.stam_lambda_at_one
sourceA sanity check that at λ = 1, the upper bound is J_X.