InformationTheory.Shannon.EPI.Vitali.UI
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superseded by the Fatou-LSC / conditioning sandwich above, and only the Gaussian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.
InformationTheory.Shannon.convDensityAdd_gaussian_measurable
sourceMeasurability of f_t = convDensityAdd pX g_t.
Used by
InformationTheory.Shannon.convDensityAdd_gaussian_nonneg
sourceNonnegativity of f_t = convDensityAdd pX g_t.
Used by
InformationTheory.Shannon.convDensityAdd_gaussian_isProbabilityMeasure
sourceThe smoothed-density measure μ_t := volume.withDensity (ofReal ∘ f_t) is a
probability measure.
@audit:ok
Used by
InformationTheory.Shannon.differentialEntropy_convDensityAdd_gaussian_eq
sourceThe differential entropy of the smoothed-density measure equals the entropy integral of the density. @audit:ok
Used by
InformationTheory.Shannon.convDensityAdd_gaussian_sq_integrable
sourceSecond-moment integrability of f_t.
x ↦ x² · f_t(x) is volume-integrable.
@audit:ok
Used by
InformationTheory.Shannon.convDensityAdd_gaussian_id_integrable
sourceFirst-moment integrability of f_t.
x ↦ x · f_t(x) is volume-integrable.
@audit:ok
Used by
InformationTheory.Shannon.negMulLog_convDensityAdd_gaussian_entropy_upper
sourceThe 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