Negation preserves entropy to Alternate form of distance

LemmaNegation preserves entropy#

If \(X\) is \(G\)-valued, then \(\mathbb{H}[-X]=\mathbb{H}[X]\).

Uses 1 · Used by 9

LemmaShearing preserves entropy#

If \(X,Y\) are \(G\)-valued, then \(\mathbb{H}[X \pm Y | Y]=\mathbb{H}[X|Y]\) and \(\mathbb{H}[X \pm Y, Y] = \mathbb{H}[X, Y]\).

Uses 2 · Used by 2

LemmaLower bound of sumset#

If \(X,Y\) are \(G\)-valued random variables on \(\Omega\), we have

\[ \max(\mathbb{H}[X], \mathbb{H}[Y]) - \mathbb{I}[X:Y] \leq \mathbb{H}[X \pm Y]. \]
Proof

By Conditioning reduces entropy, Shearing preserves entropy, Alternative formulae for mutual information, Negation preserves entropy we have

\[ \mathbb{H}[X\pm Y] \geq \mathbb{H}[X\pm Y|Y] = \mathbb{H}[X|Y]= \mathbb{H}[X] - \mathbb{I}[X:Y] \]

and similarly with the roles of \(X,Y\) reversed, giving the claim.

Lean

Formalized as ProbabilityTheory.max_entropy_sub_mutualInfo_le_entropy_add, ProbabilityTheory.max_entropy_sub_mutualInfo_le_entropy_sub.

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Uses 4 · Used by 2

CorollaryConditional lower bound on sumset#

If \(X,Y\) are \(G\)-valued random variables on \(\Omega\) and \(Z\) is another random variable on \(\Omega\) then

\[ \max(\mathbb{H}[X|Z], \mathbb{H}[Y|Z]) - \mathbb{I}[X:Y|Z] \leq \mathbb{H}[X\pm Y|Z], \]
Proof

This follows from Lower bound of sumset by conditioning to \(Z = z\) and summing over \(z\) (weighted by \(\mathbb{P}[Z=z]\)).

Lean

Formalized as ProbabilityTheory.max_condEntropy_sub_condMutualInfo_le_condEntropy_mul, ProbabilityTheory.max_condEntropy_sub_condMutualInfo_le_condEntropy_div.

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Uses 2

CorollaryIndependent lower bound on sumset#

If \(X,Y\) are independent \(G\)-valued random variables, then

\[ \max(\mathbb{H}[X], \mathbb{H}[Y]) \leq \mathbb{H}[X\pm Y]. \]
Uses 2 · Used by 9

One random variable is said to be a copy of another if they have the same distribution.

LemmaCopy preserves entropy#

If \(X'\) is a copy of \(X\) then \(\mathbb{H}[X'] = \mathbb{H}[X]\).

Uses 1 · Used by 6

LemmaExistence of independent copies#

Let \(X_i : \Omega_i \to S_i\) be random variables for \(i=1,\dots,k\). Then if one gives \(\prod_{i=1}^k S_i\) the product measure of the laws of \(X_i\), the coordinate functions \((x_j)_{j=1}^k \mapsto x_i\) are jointly independent random variables which are copies of the \(X_1,\dots,X_k\).

Uses 1 · Used by 9

DefinitionRuzsa distance#

Let \(X,Y\) be \(G\)-valued random variables (not necessarily on the same sample space). The Ruzsa distance \(d[X ;Y]\) between \(X\) and \(Y\) is defined to be

\[ d[X ;Y] := \mathbb{H}[X' - Y'] - \mathbb{H}[X']/2 - \mathbb{H}[Y']/2 \]

where \(X',Y'\) are (the canonical) independent copies of \(X,Y\) from Existence of independent copies.

Uses 2 · Used by 11

LemmaDistance from zero#

If \(X\) is a \(G\)-valued random variable and \(0\) is the random variable taking the value \(0\) everywhere then

\[ d[X;0]=\mathbb{H}(X)/2. \]
Proof

This is an immediate consequence of the definitions and \(X-0\equiv X\) and \(\mathbb{H}(0)=0\).

Lean

Formalized as rdist_zero_eq_half_ent.

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Uses 1 · Used by 1
Statement usesRuzsa distance

LemmaCopy preserves Ruzsa distance#

If \(X',Y'\) are copies of \(X,Y\) respectively then \(d[X';Y']=d[X ;Y]\).

Uses 2 · Used by 8

LemmaDistance symmetric#

If \(X,Y\) are \(G\)-valued random variables, then

\[ d[X ;Y] = d[Y;X]. \]
Proof

Immediate from Negation preserves entropy and Ruzsa distance.

Lean

Formalized as rdist_symm.

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Uses 2
Statement usesRuzsa distance

LemmaDistance controls entropy difference#

If \(X,Y\) are \(G\)-valued random variables, then

\[ |\mathbb{H}[X]-H[Y]| \leq 2 d[X ;Y]. \]
Uses 3 · Used by 8

LemmaDistance controls entropy growth#

If \(X,Y\) are independent \(G\)-valued random variables, then

\[ \mathbb{H}[X-Y] - \mathbb{H}[X], \mathbb{H}[X-Y] - \mathbb{H}[Y] \leq 2d[X ;Y]. \]
Uses 3

LemmaDistance nonnegative#

If \(X,Y\) are \(G\)-valued random variables, then

\[ d[X ;Y] \geq 0. \]
Uses 1 · Used by 4

LemmaProjection entropy and distance#

If \(G\) is an additive group and \(X\) is a \(G\)-valued random variable and \(H\leq G\) is a finite subgroup then, with \(\pi:G\to G/H\) the natural homomorphism we have (where \(U_H\) is uniform on \(H\))

\[ \mathbb{H}(\pi(X))\leq 2d[X;U_H]. \]
Proof

WLOG, we make \(X\), \(U_H\) independent (Existence of independent copies). Now by Lemmas Submodularity, Shearing preserves entropy, Jensen bound

\[ \begin{aligned} &\mathbb{H}(X-U_H|\pi(X)) \geq \mathbb{H}(X-U_H|X) &= \mathbb{H}(U_H) \\ &\mathbb{H}(X-U_H|\pi(X)) \leq \log |H| &= \mathbb{H}(U_H) \end{aligned} \]

By Chain rule

\[ \mathbb{H}(X-U_H)=\mathbb{H}(\pi(X))+\mathbb{H}(X-U_H|\pi(X))=\mathbb{H}(\pi(X))+\mathbb{H}(U_H) \]

and therefore

\[ d[X;U_H]=\mathbb{H}(\pi(X))+\frac{\mathbb{H}(U_H)-\mathbb{H}(X)}{2}. \]

Furthermore by Distance controls entropy difference

\[ d[X;U_H]\geq \frac{\lvert \mathbb{H}(X)-\mathbb{H}(U_H)\rvert}{2}. \]

Adding these inequalities gives the result.

Lean

Formalized as ent_of_proj_le.

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Uses 6 · Used by 1

LemmaImproved Ruzsa triangle inequality#

If \(X,Y,Z\) are \(G\)-valued random variables on \(\Omega\) with \((X,Y)\) independent of \(Z\), then

\[ \mathbb{H}[X - Y] \leq \mathbb{H}[X-Z] + \mathbb{H}[Z-Y] - \mathbb{H}[Z]\qquad\text{(1)} \]
Proof

Apply Alternate form of submodularity to obtain

\[ \mathbb{H}[X - Z, X - Y] + \mathbb{H}[Y, X - Y] \geq \mathbb{H}[X - Z, Y, X - Y] + \mathbb{H}[X - Y]. \]

Using

\[ \mathbb{H}[X - Z, X - Y] \leq \mathbb{H}[X - Z] + \mathbb{H}[Y - Z] \]

(from Entropy and relabeling, Subadditivity),

\[ \mathbb{H}[Y, X - Y] = \mathbb{H}[X, Y] \]

(from Entropy and relabeling), and

\[ \mathbb{H}[X - Z, Y, X - Y] = \mathbb{H}[X, Y, Z] = \mathbb{H}[X, Y] + \mathbb{H}[Z] \]

(from Entropy and relabeling and Additivity of entropy) and rearranging, we indeed obtain (1).

Lean

Formalized as ent_of_diff_le.

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Uses 4 · Used by 2

This is an improvement over the usual Ruzsa triangle inequality because \(X,Y\) are not assumed to be independent. However we will not utilize this improvement here.

The proof of Improved Ruzsa triangle inequality is shown with its statement.

LemmaRuzsa triangle inequality#

If \(X,Y,Z\) are \(G\)-valued random variables, then

\[ d[X ;Y] \leq d[X ;Z] + d[Z;Y]. \]
Proof

By Copy preserves Ruzsa distance and Lemmas Existence of independent copies, Ruzsa distance in independent case, it suffices to prove this inequality assuming that \(X,Y,Z\) are defined on the same space and are independent. But then the claim follows from Improved Ruzsa triangle inequality and Ruzsa distance.

Lean

Formalized as rdist_triangle.

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Uses 4 · Used by 8

DefinitionConditioned Ruzsa distance#

If \((X, Z)\) and \((Y, W)\) are random variables (where \(X\) and \(Y\) are \(G\)-valued) we define

\[ d[X | Z; Y | W] := \sum_{z,w} \mathbb{P}[Z=z] \mathbb{P}[W=w] d[(X|Z=z); (Y|(W=w))]. \]

similarly

\[ d[X ; Y | W] := \sum_{w} \mathbb{P}[W=w] d[X ; (Y|(W=w))]. \]
Uses 1 · Used by 3

LemmaAlternate form of distance#

The expression \(d[X | Z;Y | W]\) is unchanged if \((X,Z)\) or \((Y,W)\) is replaced by a copy. Furthermore, if \((X,Z)\) and \((Y,W)\) are independent, then

\[ d[X | Z;Y | W] = \mathbb{H}[X-Y|Z,W] - \mathbb{H}[X|Z]/2 - \mathbb{H}[Y|W]/2 \]

and similarly

\[ d[X ;Y | W] = \mathbb{H}[X-Y|W] - \mathbb{H}[X]/2 - \mathbb{H}[Y|W]/2. \]
Uses 5 · Used by 2

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