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DMC minimum and maximum dispersion are attained

Statement

For every finite DMC, the set Π(W) of capacity-achieving input laws is nonempty and compact, and the function P↦V(P,W) is continuous on Π(W). Therefore Vmin⁡(W) and Vmax⁡(W) in Conditional information variance and DMC dispersion are attained.

Facts & Assumptions

Given: A finite DMC and the definitions of C(W), Π(W), and V(P,W).

[F1]

Finite DMC information capacity is attained: a capacity-achieving input law exists.

[F2]

The capacity-achieving output law is unique: all capacity-achieving inputs induce the same output law Q∗.

[F3]

Capacity-achieving output laws bound every row divergence: every row is supported on Q∗, and D(W(⋅∣x)∥Q∗)≤C(W).

[F4]

Conditional information variance and DMC dispersion: V(P,W) is the P-average of row conditional variances of ln⁡[W(Y∣x)/(PW)(Y)].

[F5]

For a nonempty subset of Rn with n≥1, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent: the finite-dimensional probability simplex is compact, and a continuous function on a nonempty compact set attains its extrema.

[F6]

Finite mutual information and Finite distributions, entropy, divergence, and stochastic matrices: finite mutual information has the finite entropy expansion, with 0ln⁡0=0.

[F8]

Single-letter information capacity of a finite DMC: C(W)=max⁡PI(P,W) and Π(W) is its maximizing level set.

Proof

1.1F5F6F7F8given

The input simplex is compact by [F5]. Expanding the KL sum in [F6] gives I(P,W)=H(PW)−∑xP(x)H(Wx). This finite entropy formula is continuous: [F7] gives tln⁡t→0 at zero. By [F8], Π(W)={P:I(P,W)=C(W)} is the maximizing level set and is closed in the simplex.

1.2F2F3given

For P∈Π(W), [F2] gives PW=Q∗, and [F3] says each row is supported on Q∗. On every reachable output y, Q∗(y)>0: some row has W(y∣x)>0, and [F3] requires that row's support to lie in Q∗. Consequently each row variance vx:=Var⁡W(⋅∣x)ln⁡[W(Y∣x)/Q∗(Y)] is a finite constant independent of P∈Π(W).

2.1F1step 1.1

By [F1], Π(W) is nonempty; step 1.1 makes it a closed subset of a compact set, hence compact.

3.1F4F5step 2.1step 1.2algebra∎

On Π(W), [F4] therefore becomes V(P,W)=∑xP(x)vx, a finite linear function of P, hence continuous. Applying [F5] to the compact nonempty set from step 2.1 proves attainment of its minimum and maximum.

Depends on

Used by

Cited to discharge well-definedness by Conditional information variance and DMC dispersion.

Dependency tree · two levels

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Sources