InformationTheory

InformationTheory.Shannon.EPI.Stam.Inequality

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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 #

Main statements #

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) #

def

InformationTheory.Shannon.StamInequality.IsStamScoreConvolution

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{Ω : Type u_1} [MeasurableSpace Ω] (X Y : Ω) (P : MeasureTheory.Measure Ω) :

The 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.

@audit:ok

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      theorem

      InformationTheory.Shannon.StamInequality.isStamScoreConvolution_intro

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      {Ω : Type u_1} [MeasurableSpace Ω] (X Y : Ω) (P : MeasureTheory.Measure Ω) :

      Unconditional 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.

      @audit:ok

      Used by

        §2 — Cauchy-Schwarz + total expectation predicate (Step 2-3) #

        def

        InformationTheory.Shannon.StamInequality.IsStamCauchySchwarz

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        {Ω : Type u_1} [MeasurableSpace Ω] (X Y : Ω) (P : MeasureTheory.Measure Ω) :

        The 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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            theorem

            InformationTheory.Shannon.StamInequality.isStamCauchySchwarz_symm

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            {Ω : Type u_1} [MeasurableSpace Ω] {X Y : Ω} {P : MeasureTheory.Measure Ω} (h : IsStamCauchySchwarz X Y P) :

            The Cauchy-Schwarz predicate is symmetric in X, Y (swap λ ↦ 1 - λ).

            Used by

              §3 — λ-optimization closed form (Step 4): pure arithmetic, no predicate #

              theorem

              InformationTheory.Shannon.StamInequality.stam_lambda_min

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

              The 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).

              Used by
                theorem

                InformationTheory.Shannon.StamInequality.stam_lambda_lower_bound

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

                For 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.

                Used by
                  theorem

                  InformationTheory.Shannon.StamInequality.stam_inverse_form_of_harmonic_mean

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                  {a b c : } (ha : 0 < a) (hb : 0 < b) (hc : 0 < c) (h_le : c a * b / (a + b)) :
                  1 / c 1 / a + 1 / b

                  The 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.

                  Used by

                    §4 — Predicate chain combinator (the deliverable) #

                    def

                    InformationTheory.Shannon.StamInequality.IsStamCauchySchwarzOptimal

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                    {Ω : Type u_1} [MeasurableSpace Ω] (X Y : Ω) (P : MeasureTheory.Measure Ω) :

                    The 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. @audit:ok

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                        theorem

                        InformationTheory.Shannon.StamInequality.stamCauchySchwarzOptimal_of_indepFun

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                        The 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. @audit:ok

                        Used by
                          theorem

                          InformationTheory.Shannon.StamInequality.stam_inequality_via_predicate_optimal

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                          {Ω : Type u_1} [MeasurableSpace Ω] {X Y : Ω} {P : MeasureTheory.Measure Ω} (h_cs_opt : IsStamCauchySchwarzOptimal X Y P) (J_X J_Y J_sum : ) (fX fY fXY : ) :
                          0 < J_X0 < J_Y0 < J_sumJ_X = (FisherInfo.fisherInfoOfMeasureV2 (MeasureTheory.Measure.map X P) fX).toRealJ_Y = (FisherInfo.fisherInfoOfMeasureV2 (MeasureTheory.Measure.map Y P) fY).toRealJ_sum = (FisherInfo.fisherInfoOfMeasureV2 (MeasureTheory.Measure.map (fun (ω : Ω) => X ω + Y ω) P) fXY).toRealFisherInfo.IsRegularDensityV2 fXFisherInfo.IsRegularDensityV2 fY (x : ), fX x = 1 (x : ), fY x = 1(∀ (x : ), fXY x = EPIConvDensity.convDensityAdd fX fY x)EPIBlachmanDensity.IsBlachmanConvReady fX fY1 / J_sum 1 / J_X + 1 / J_Y

                          Given 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). @audit:ok

                          Used by
                            theorem

                            InformationTheory.Shannon.StamInequality.isStamInequalityHyp_via_body

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                            {Ω : Type u_1} [MeasurableSpace Ω] {X Y : Ω} {P : MeasureTheory.Measure Ω} (h_cs_opt : IsStamCauchySchwarzOptimal X Y P) :

                            Bridge 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. @audit:ok

                            Used by

                              §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 #

                              theorem

                              InformationTheory.Shannon.StamInequality.isStamToEPIBridgeHyp_via_body_gaussian

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                              {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X Y : Ω) (hX : Measurable X) (hY : Measurable Y) (hXY : ProbabilityTheory.IndepFun X Y P) (m₁ m₂ : ) (v₁ v₂ : NNReal) (hv₁ : v₁ 0) (hv₂ : v₂ 0) (hLawX : MeasureTheory.Measure.map X P = ProbabilityTheory.gaussianReal m₁ v₁) (hLawY : MeasureTheory.Measure.map Y P = ProbabilityTheory.gaussianReal m₂ v₂) :

                              The 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.

                              Used by
                                theorem

                                InformationTheory.Shannon.StamInequality.epi_via_stam_body_gaussian

                                source

                                For 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.

                                Used by

                                  §7 — Predicate manipulation lemmas #

                                  theorem

                                  InformationTheory.Shannon.StamInequality.isStamCauchySchwarz_of_optimal

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                                  {Ω : Type u_1} [MeasurableSpace Ω] {X Y : Ω} {P : MeasureTheory.Measure Ω} (h : IsStamCauchySchwarzOptimal X Y P) :

                                  The optimal CS predicate is strictly stronger than the existential CS predicate IsStamCauchySchwarz.

                                  Used by
                                    theorem

                                    InformationTheory.Shannon.StamInequality.isStamScoreConvolution_symm

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                                    {Ω : Type u_1} [MeasurableSpace Ω] {X Y : Ω} {P : MeasureTheory.Measure Ω} (_h : IsStamScoreConvolution X Y P) :

                                    The score-convolution predicate is symmetric in X, Yunconditionally 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 #

                                      theorem

                                      InformationTheory.Shannon.StamInequality.isStamCauchySchwarzOptimal_of_lambda_optimal

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                                      {Ω : Type u_1} [MeasurableSpace Ω] {X Y : Ω} {P : MeasureTheory.Measure Ω} (h : ∀ (J_X J_Y J_sum : ) (fX fY fXY : ), 0 < J_X0 < J_Y0 < J_sumJ_X = (FisherInfo.fisherInfoOfMeasureV2 (MeasureTheory.Measure.map X P) fX).toRealJ_Y = (FisherInfo.fisherInfoOfMeasureV2 (MeasureTheory.Measure.map Y P) fY).toRealJ_sum = (FisherInfo.fisherInfoOfMeasureV2 (MeasureTheory.Measure.map (fun (ω : Ω) => X ω + Y ω) P) fXY).toRealJ_sum (J_Y / (J_X + J_Y)) ^ 2 * J_X + (1 - J_Y / (J_X + J_Y)) ^ 2 * J_Y) :

                                      Given 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.

                                      @audit:ok

                                      Used by

                                        §10 — Stam inequality body discharge pipeline integration #

                                        theorem

                                        InformationTheory.Shannon.StamInequality.isStamInequalityHyp_via_body_to_pipeline

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                                        Composes 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). @audit:ok

                                        Used by

                                          §11 — Sanity check / regression theorems #

                                          theorem

                                          InformationTheory.Shannon.StamInequality.stam_inverse_form_at_equality

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

                                          A 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.

                                          Used by
                                            theorem

                                            InformationTheory.Shannon.StamInequality.stam_lambda_at_zero

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                                            (a b : ) :
                                            0 ^ 2 * a + (1 - 0) ^ 2 * b = b

                                            A sanity check that at λ = 0, the upper bound is J_Y.

                                            Used by
                                              theorem

                                              InformationTheory.Shannon.StamInequality.stam_lambda_at_one

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                                              (a b : ) :
                                              1 ^ 2 * a + (1 - 1) ^ 2 * b = a

                                              A sanity check that at λ = 1, the upper bound is J_X.

                                              Used by