InformationTheory

InformationTheory.Shannon.EPI.Unconditional.TruncationLimit.Limit

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TruncationLimit — limit part #

a.e. convergence of truncated densities, divergence h(W_n) → ⊤, the -branch assembly, and the unconditional gateway monotonicity together with its entropyPower lift.

Main statements #

Depends on the Core and Mono parts; re-exported by the umbrella InformationTheory.Shannon.EPI.Unconditional.TruncationLimit.

theorem

InformationTheory.Shannon.truncW_map_density_tendsto_ae

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The truncated W-marginal density converges a.e. (volume) to the full W-marginal density: (((truncW P W n).map W).rnDeriv volume x).toReal → ((P.map W).rnDeriv volume x).toReal as n → ∞. Uses (truncW P W n).map W = cond (P.map W) Sn with Sn n = {r | |r| ≤ n}, the conditioned density formula rnDeriv_cond_eq, and the pointwise limit (no weak convergence).

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    theorem

    InformationTheory.Shannon.posPart_lintegral_eq_top_of_diffEntExt_top

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    h(μ) = ⊤ ⟹ A(μ) = ⊤: the positive-part lintegral diverges when the a.c.-branch differential entropy is . Since h μ = (A : EReal) - (B : EReal) = ⊤ is impossible for finite A, we get A = ⊤; no hypothesis on B(μ) is needed.

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      theorem

      InformationTheory.Shannon.negPart_lintegral_ne_top_of_diffEntExt_top

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      h(μ) = ⊤ ⟹ B(μ) ≠ ⊤: the negative-part lintegral is finite when the a.c.-branch differential entropy is (the symmetric counterpart of posPart_lintegral_eq_top_of_diffEntExt_top). If B = ⊤, then (A : EReal) - ⊤ = ⊥ ≠ ⊤. This lets the assembly derive B(P.map W) ≠ ⊤ from h(W) = ⊤ without adding a hypothesis to the signature.

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        theorem

        InformationTheory.Shannon.truncW_map_negPart_lintegral_le

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        Explicit upper bound on the negative-part lintegral of the truncated W-marginal: when c_n ≠ 0, B(W_n) ≤ ofReal |cbar_n · log cbar_n| + ofReal cbar_n · B(W), where cbar_n := ((P.map W) (Sn n))⁻¹ and Sn n = {r | |r| ≤ n}. Obtained from the negMulLog-product decomposition of the truncated density fn = cbar_n · 1_{Sn n} · fW and the probability normalization ∫⁻ ofReal fW = 1.

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          theorem

          InformationTheory.Shannon.differentialEntropyExt_truncW_tendsto_top

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          -divergence of the W-marginal entropy: if h(W) = ⊤, then h(W_n) → ⊤ along the truncations W_n := truncW P W n. The argument has three steps: a.e. convergence of the truncated densities (truncW_map_density_tendsto_ae), A(P.map W) = ⊤ (posPart_lintegral_eq_top_of_diffEntExt_top) combined via Fatou (differentialEntropyExt_posPart_le_liminf_of_ae_tendsto) to force A(W_n) → ⊤, and a uniform bound on B(W_n) (truncW_map_negPart_lintegral_le), so that h(W_n) = A - B → ⊤. Closes by a.e. convergence of densities alone, with no weak-convergence portmanteau.

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            theorem

            InformationTheory.Shannon.differentialEntropyExt_top_of_indep_add

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            Unconditional -branch of gateway monotonicity: h(W) = ⊤ ⟹ h(W+V) = ⊤. Combines per-n monotonicity h(W_n) ≤ h(W_n + V) (differentialEntropyExt_mono_add_truncW) with the divergence h(W_n) → ⊤ (differentialEntropyExt_truncW_tendsto_top) to squeeze h(W_n + V) → ⊤, then derives A(ν) = ⊤ via per-n Gibbs and measure domination. The only hypotheses are the regularity preconditions hW/hV/hWV/hW_ac together with the case condition hW_top.

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              Unconditional gateway monotonicity #

              Gateway monotonicity is assembled unconditionally from three pieces: the branch (bot_le), the finite branch (differentialEntropyExt_mono_add_of_integrable, per-fiber Gibbs), and the branch (differentialEntropyExt_top_of_indep_add). The finite branch goes through the finiteness-to-integrability bridge differentialEntropyExt_integrable_of_finite.

              theorem

              InformationTheory.Shannon.differentialEntropyExt_integrable_of_finite

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              Finite differential entropy implies integrability of negMulLog ∘ density (the converse of differentialEntropyExt_of_ac_integrable): from μ ≪ volume, h(μ) ≠ ⊤, and h(μ) ≠ ⊥, the function negMulLog ((μ.rnDeriv volume ·).toReal) is volume-integrable. Both A and B (the positive- and negative-part lintegrals) are then finite, giving HasFiniteIntegral.

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                theorem

                InformationTheory.Shannon.differentialEntropyExt_mono_add

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                Unconditional gateway monotonicity: W a.c. and W ⊥ V ⟹ h(W) ≤ h(W+V). The proof splits into the branch (bot_le), the finite branch (differentialEntropyExt_mono_add_of_integrable via the finiteness-to-integrability bridge), and the branch (differentialEntropyExt_top_of_indep_add).

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                  theorem

                  InformationTheory.Shannon.entropyPowerExt_mono_add

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                  Unconditional gateway atom: W a.c. and W ⊥ V ⟹ N(W+V) ≥ N(W). Lifts differentialEntropyExt_mono_add along EReal.exp_monotone to entropyPowerExt.

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