InformationTheory

InformationTheory.Shannon.EPI.Vitali.UI

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EPI G2 Gaussian max-entropy bound for the convolution density #

The file provides the Gaussian max-entropy upper bound negMulLog_convDensityAdd_gaussian_entropy_upper (@audit:ok): for the convolution density f_t = convDensityAdd pX g_t = pX ∗ g_{u n} (pX an L¹ input density with finite second moment, g_t a centered Gaussian), the entropy integral ∫ negMulLog f_t is bounded above by (1/2) log(2πe·V) for any V ≥ (∫ x² pX) + t. This bound is consumed by the layer-2 two-sided sandwich to discharge the IsBoundedUnder premise of tendsto_of_le_liminf_of_limsup_le (differentialEntropy_convDensity_integral_tendsto).

The name (Vitali/UI) reflects this file's origin as the home of the Vitali UnifIntegrable route to the same endpoint-continuity result; that route is superseded by the Fatou-LSC / conditioning sandwich above, and only the Gaussian max-entropy framing below survives.

Framing helpers (probability-measure framing of f_t) #

f_t := convDensityAdd pX g_t is measurable and nonnegative; the smoothed-density measure μ_t := volume.withDensity (ofReal ∘ f_t) is a probability measure with differentialEntropy μ_t = ∫ negMulLog f_t, and f_t has finite first and second moments — the mean/variance/integrability data consumed by differentialEntropy_le_gaussian_of_variance_le in the max-entropy bound.

theorem

InformationTheory.Shannon.convDensityAdd_gaussian_measurable

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{pX : } (hpX_meas : Measurable pX) {t : } (ht : 0 < t) :

Measurability of f_t = convDensityAdd pX g_t.

Used by
    theorem

    InformationTheory.Shannon.convDensityAdd_gaussian_nonneg

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    {pX : } (hpX_nn : ∀ (x : ), 0 pX x) {t : } (ht : 0 < t) (x : ) :

    Nonnegativity of f_t = convDensityAdd pX g_t.

    Used by
      theorem

      InformationTheory.Shannon.convDensityAdd_gaussian_isProbabilityMeasure

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      {pX : } (hpX_nn : ∀ (x : ), 0 pX x) (hpX_meas : Measurable pX) (hpX_int : MeasureTheory.Integrable pX MeasureTheory.volume) (hpX_mass : (y : ), pX y = 1) {t : } (ht : 0 < t) :

      The smoothed-density measure μ_t := volume.withDensity (ofReal ∘ f_t) is a probability measure. @audit:ok

      Used by
        theorem

        InformationTheory.Shannon.differentialEntropy_convDensityAdd_gaussian_eq

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        The differential entropy of the smoothed-density measure equals the entropy integral of the density. @audit:ok

        Used by
          theorem

          InformationTheory.Shannon.convDensityAdd_gaussian_sq_integrable

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          {pX : } (hpX_nn : ∀ (x : ), 0 pX x) (hpX_meas : Measurable pX) (hpX_int : MeasureTheory.Integrable pX MeasureTheory.volume) (hpX_mom : MeasureTheory.Integrable (fun (y : ) => y ^ 2 * pX y) MeasureTheory.volume) {t : } (ht : 0 < t) :

          Second-moment integrability of f_t. x ↦ x² · f_t(x) is volume-integrable. @audit:ok

          Used by
            theorem

            InformationTheory.Shannon.convDensityAdd_gaussian_id_integrable

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            {pX : } (hpX_nn : ∀ (x : ), 0 pX x) (hpX_meas : Measurable pX) (hpX_int : MeasureTheory.Integrable pX MeasureTheory.volume) (hpX_mom : MeasureTheory.Integrable (fun (y : ) => y ^ 2 * pX y) MeasureTheory.volume) {t : } (ht : 0 < t) :

            First-moment integrability of f_t. x ↦ x · f_t(x) is volume-integrable. @audit:ok

            Used by
              theorem

              InformationTheory.Shannon.negMulLog_convDensityAdd_gaussian_entropy_upper

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              {pX : } (hpX_nn : ∀ (x : ), 0 pX x) (hpX_meas : Measurable pX) (hpX_int : MeasureTheory.Integrable pX MeasureTheory.volume) (hpX_mass : (y : ), pX y = 1) (hpX_mom : MeasureTheory.Integrable (fun (y : ) => y ^ 2 * pX y) MeasureTheory.volume) {t : } (ht : 0 < t) {V : NNReal} (hV : ( (x : ), x ^ 2 * pX x) + t V) (hV0 : V 0) :

              The maxent upper bound. The entropy integral ∫ negMulLog f_t is bounded above by the Gaussian max-entropy (1/2) log(2πe·V) with V = (∫ x² pX) + t. @audit:ok

              Used by