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Finite KL nonnegativity for subprobability references
Statement
Proves for and, for finite probability weights and positive-on-support reference weights with , proves by an explicit finite argument without choice.
Facts & Assumptions
Given: A finite probability vector and nonnegative reference weights with whenever and .
The integral logarithm for : , with oriented limits.
If on and both are integrable then ; and : if integrable functions obey a pointwise order on an interval with increasing endpoints, their integrals obey the same order.
The natural logarithm as the inverse of the exponential function: is the natural logarithm, the inverse of .
Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm: is strictly increasing and .
The integral with oriented limits: and : reversing the integration endpoints changes the sign.
Proof
Given: The finite weights and hypotheses above.
The integral logarithm is the natural logarithm by [F3] and [F5]. If , then on , so [F2]–[F4] give . If , then on , so ; [F3] and [F7] give . At , [F6] gives equality. Therefore for all .
Apply step 1.1 to for every with . Then Dividing by gives the same nonnegativity for the bit-log sum. Thus finite KL nonnegativity against a subprobability reference, as well as the logarithm inequality used to prove it, follows from finite sums and elementary integral bounds; no choice axiom enters.
Depends on
- Finite-block information and entropy in bits
- The integral logarithm $L(x):=\int_1^x\frac{dt}{t}$ for $x>0$
- The integral logarithm $L$ is the published natural logarithm
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
- The natural logarithm as the inverse of the exponential function
- Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm
- The integral with oriented limits: $\int_a^a f := 0$ and $\int_b^a f := -\int_a^b f$
Used by
- Information rate of a general finite-alphabet process Definition
- Entropy lower and Shannon upper bounds for finite prefix codes Lemma
- Finite entropy chain rule and monotonicity under conditioning Lemma
- Finite entropy chain rule and monotonicity under conditioning Lemma
- LZ78 expected-rate universality for stationary sources Theorem
- LZ78 expected-rate universality for stationary sources Theorem
- LZ78 finite-state optimality for individual sequences Theorem
- LZ78 finite-state optimality for individual sequences Theorem
Dependency tree · two levels
29 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Robert M. Gray, Entropy and Information Theory, corrected author-hosted first edition (standard reference, not scraped)