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An average-cost DMC block input has mutual information at most n C_I(Gamma)

Statement

Let Xn=(X1,…,Xn) be any random input to a finite DMC W and let the output follow the memoryless product channel. If 1n∑t=1nEc(Xt)≤Γ for a feasible budget Γ, then I(Xn;Yn)≤nCI(Γ), where CI is defined in Average-cost fixed-length codes and operational DMC capacity.

Facts & Assumptions

Given: A finite DMC with finite letter cost, a feasible budget, and a possibly dependent block input satisfying the stated expected average cost constraint.

[F1]

Finite entropy and mutual-information chain rules: finite joint entropy and mutual information satisfy the chain rules.

[F2]

Finite mutual information and Finite conditional entropy: I(X;Y)=H(Y)−H(Y∣X) for finite variables.

[F4]

Constrained DMC information capacity is attained, nondecreasing, and concave: CI is nondecreasing and concave on [cmin⁡,∞).

[F5]

Finite discrete memoryless channels: conditioned on Xn, the output coordinates have product law ∏tW(yt∣Xt).

[F6]

Jensen's inequality for an integrable cost random variable: an integrable cost variable in [cmin⁡,∞) can be passed through a finite concave function by Jensen's inequality.

[F7]

Finite KL divergence is nonnegative with equality exactly at equal laws: finite mutual information is nonnegative because it is a KL divergence.

Proof

1.1F1F2F5F7givenalgebra

By [F1], H(Yn)=∑tH(Yt∣Yt−1). For each t, the difference H(Yt)−H(Yt∣Yt−1)=I(Yt;Yt−1) is nonnegative by [F7], so H(Yn)≤∑tH(Yt). The product channel [F5] and the chain rule give H(Yn∣Xn)=∑tH(Yt∣Xt). Subtracting and using [F2] yields I(Xn;Yn)≤∑t=1nI(Xt;Yt).

1.2F3F4F6givenalgebra

Put γt=Ec(Xt)≥cmin⁡. By [F3], I(Xt;Yt)≤CI(γt). Apply [F4] and [F6] to the uniform random variable taking values γ1,…,γn; this gives ∑tCI(γt)≤nCI(n−1∑tγt)≤nCI(Γ).

2.1step 1.1step 1.2algebra∎

Combining steps 1.1 and 1.2 proves the claimed block bound.

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