InformationTheory.Shannon.ParallelGaussian.PerCoord
Parallel Gaussian capacity equals the water-filling sum #
The per-coordinate water-filling reduction: the parallel Gaussian information capacity
parallelGaussianCapacity P N equals the per-coordinate water-filling sum, evaluated as a
sup-sandwich mirroring the single-coordinate AWGN.awgnCapacity_eq.
Main definitions #
miImage P N— the mutual-information image whosesSupis the capacity.gaussianProductInput Q— the independent-Gaussian product input with per-coordinate powerQ i, used as the achiever.IsParallelGaussianPerCoordRegularity P N Q— the analytic regularity bundle the sup-sandwich consumes (boundedness, achiever MI value, correlated-input max-entropy bound), mirroring the residual hypotheses of the 1-DawgnCapacity_eq.
Main statements #
parallel_gaussian_capacity_formula— the capacity equals the water-filling sum.parallelGaussianCapacity_achiever_mi— the product-Gaussian achiever attains the per-coordinate sum.lintegral_fin_nat_prod_eq_prod— theℝ≥0∞analogue ofn-variate Fubini.
Implementation notes #
The capacity is an information capacity (a sSup of mutual information), so it is evaluated
directly by le_antisymm: the achiever lower bound uses le_csSup, the upper bound uses
csSup_le. The achiever MI decomposition rests on the compProd-of-Measure.pi
factorization gaussianProductInput_compProd_parallelGaussianChannel_eq_pi, self-built via
Measure.pi_eq and the multivariate Tonelli lemma lintegral_fin_nat_prod_eq_prod.
InformationTheory.Shannon.ParallelGaussian.miImage
sourceThe MI image whose sSup defines parallelGaussianCapacity.
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- One or more equations did not get rendered due to their size.
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InformationTheory.Shannon.ParallelGaussian.parallelGaussianCapacity_eq_sSup_miImage
sourceUsed by
Achiever: the independent Gaussian product input #
InformationTheory.Shannon.ParallelGaussian.gaussianProductInput
sourceThe independent-Gaussian product input with per-coordinate power Q i.
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InformationTheory.Shannon.ParallelGaussian.gaussianProductInput.instIsProbabilityMeasure
sourceUsed by
InformationTheory.Shannon.ParallelGaussian.integral_sq_gaussianProductInput
sourceThe achiever's per-coordinate second moment: ∫ xᵢ² ∂(gaussianProductInput Q) = Q i.
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InformationTheory.Shannon.ParallelGaussian.gaussianProductInput_mem_constraintSet
sourceAchiever feasibility: if ∑ᵢ Q i ≤ P then the product Gaussian input lies in
parallelGaussianPowerConstraintSet P.
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Regularity bundle #
InformationTheory.Shannon.ParallelGaussian.IsParallelGaussianPerCoordRegularity
sourceThe analytic regularity bundle the sup-sandwich consumes, parameterized by the
achiever power split Q, mirroring the single-coordinate AWGN.awgnCapacity_eq
residuals.
The MI image is bounded above (needed for
le_csSup).- achiever_mi : (ChannelCoding.mutualInfoOfChannel (gaussianProductInput Q) (parallelGaussianChannel N h_meas h_parallel_meas)).toReal = ∑ i : Fin n, 1 / 2 * Real.log (1 + ↑(Q i) / ↑(N i))
The achiever MI value: the independent Gaussian input attains the per-coordinate sum
∑ᵢ (1/2) log(1 + Q i / Nᵢ). - max_ent(p : MeasureTheory.Measure (Fin n → ℝ)) : p ∈ parallelGaussianPowerConstraintSet P → ∃ (P' : Fin n → ℝ), (∀ (i : Fin n), 0 ≤ P' i) ∧ ∑ i : Fin n, P' i ≤ P ∧ (ChannelCoding.mutualInfoOfChannel p (parallelGaussianChannel N h_meas h_parallel_meas)).toReal ≤ ∑ i : Fin n, 1 / 2 * Real.log (1 + P' i / ↑(N i))
The correlated-input max-entropy upper bound: every constrained input has MI bounded by the per-coordinate sum evaluated at some feasible split
P'.
Instances For
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Sup-sandwich #
InformationTheory.Shannon.ParallelGaussian.parallelGaussianCapacity_ge_sum
sourceLower bound (achiever). The independent Gaussian product input is feasible and achieves the per-coordinate sum, so the capacity is at least that sum.
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InformationTheory.Shannon.ParallelGaussian.parallelGaussianCapacity_le_sum
sourceUpper bound (max-entropy and water-filling). Every constrained input has MI bounded by the water-filling sum.
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InformationTheory.Shannon.ParallelGaussian.parallelGaussian_max_ent_le_of_subadditivity
sourcemax_ent from subadditivity. With the channel MI written as h(Yⁿ) - condTerm
(h_decomp), output-entropy subadditivity h(Yⁿ) ≤ ∑ h(Yᵢ) and the per-coordinate
water-filling allocation bound h_perCoord give I ≤ ∑ᵢ (1/2) log(1 + P'ᵢ/Nᵢ).
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Per-coordinate reduction #
InformationTheory.Shannon.ParallelGaussian.isParallelGaussianPerCoordReduction_of_kkt
sourceAt a KKT water level ν (h_kkt) the capacity equals the per-coordinate
water-filling sum, i.e. IsParallelGaussianPerCoordReduction P N h_meas h_parallel_meas ν
holds. The analytic regularity hypotheses are bundled in
IsParallelGaussianPerCoordRegularity.
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Headline capacity formula #
InformationTheory.Shannon.ParallelGaussian.parallel_gaussian_capacity_formula
sourceParallel Gaussian channel capacity (water-filling). For parallel AWGN
channels Y_i = X_i + Z_i, Z_i ∼ 𝒩(0, N_i) (i : Fin (n+1)) under the total power
constraint ∑_i E[X_i²] ≤ P, the information capacity equals the water-filling sum
C = ∑_i (1/2) log(1 + max(0, ν - N_i) / N_i)
at the KKT water level ν. The hypotheses are the KKT budget condition h_kkt and the
analytic regularity bundle h_reg; water-filling optimality is obtained internally from
h_kkt rather than assumed.
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Achiever mutual-information decomposition #
InformationTheory.Shannon.ParallelGaussian.lintegral_fin_nat_prod_eq_prod
sourceThe ℝ≥0∞ analogue of n-variate Fubini: for a product measure Measure.pi μ over
Fin n, the integral of a product of single-coordinate functions equals the product of the
per-coordinate integrals (the ℝ≥0∞ form of
MeasureTheory.integral_fin_nat_prod_eq_prod).
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InformationTheory.Shannon.ParallelGaussian.gaussianProductInput_compProd_parallelGaussianChannel_eq_pi
sourcecompProd-of-Measure.pi factorization. The channel joint
gaussianProductInput Q ⊗ₘ parallelGaussianChannel N factors as the Measure.pi of the
per-coordinate joints gaussianReal 0 (Qᵢ) ⊗ₘ awgnChannel Nᵢ, reshaped by
arrowProdEquivProdArrow.
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InformationTheory.Shannon.ParallelGaussian.parallelGaussian_achiever_mi_eq_sum_perChannel_enn
sourcePer-channel MI decomposition of the product achiever. The channel mutual information of the independent-Gaussian product input through the parallel Gaussian channel equals the sum of the per-coordinate single-channel mutual informations.
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InformationTheory.Shannon.ParallelGaussian.awgn_mutualInfoOfChannel_ne_top
sourceAWGN single-channel mutual information is finite. The channel MI of the Gaussian
input through a single AWGN channel is a finite ENNReal (≠ ⊤).
The N ≠ 0 hypothesis is required: for N = 0 the channel is deterministic
(W x = dirac x), the joint lives on the diagonal graph (p.prod q-null for a continuous
input P ≠ 0), and klDiv = ⊤ — the claim is false there.
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InformationTheory.Shannon.ParallelGaussian.parallelGaussian_achiever_mi_eq_sum_perChannel
sourcePer-channel MI decomposition of the product achiever, in .toReal form. The
per-coordinate finiteness needed for the .toReal/∑ exchange requires N i ≠ 0.
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InformationTheory.Shannon.ParallelGaussian.awgn_perCoord_mi_closed_form
sourcePer-coordinate AWGN MI closed form (all variances). For a single AWGN sub-channel,
the Gaussian-input mutual information equals (1/2)·log(1 + Q/N), with no positivity
hypothesis on the input variance Q. The Q = 0 branch (deterministic input
gaussianReal 0 0 = dirac 0) gives MI = 0 = (1/2)·log 1 via klDiv_self.
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InformationTheory.Shannon.ParallelGaussian.parallelGaussianCapacity_achiever_mi
sourceThe achiever MI value equals the per-coordinate water-filling sum. Inhabits the
achiever_mi field of IsParallelGaussianPerCoordRegularity.
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InformationTheory.Shannon.ParallelGaussian.parallel_gaussian_capacity_formula_discharged
sourceDeprecated alias for parallel_gaussian_capacity_formula.