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DMC minimum and maximum dispersion are attained
Statement
For every finite DMC, the set of capacity-achieving input laws is nonempty and compact, and the function is continuous on . Therefore and in Conditional information variance and DMC dispersion are attained.
Facts & Assumptions
Given: A finite DMC and the definitions of , , and .
Finite DMC information capacity is attained: a capacity-achieving input law exists.
The capacity-achieving output law is unique: all capacity-achieving inputs induce the same output law .
Capacity-achieving output laws bound every row divergence: every row is supported on , and .
Conditional information variance and DMC dispersion: is the -average of row conditional variances of .
For a nonempty subset of with , 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.
Finite mutual information and Finite distributions, entropy, divergence, and stochastic matrices: finite mutual information has the finite entropy expansion, with .
Single-letter information capacity of a finite DMC: and is its maximizing level set.
Proof
The input simplex is compact by [F5]. Expanding the KL sum in [F6] gives . This finite entropy formula is continuous: [F7] gives at zero. By [F8], is the maximizing level set and is closed in the simplex.
For , [F2] gives , and [F3] says each row is supported on . On every reachable output , : some row has , and [F3] requires that row's support to lie in . Consequently each row variance is a finite constant independent of .
By [F1], is nonempty; step 1.1 makes it a closed subset of a compact set, hence compact.
On , [F4] therefore becomes , a finite linear function of , hence continuous. Applying [F5] to the compact nonempty set from step 2.1 proves attainment of its minimum and maximum.
Depends on
- Conditional information variance and DMC dispersion
- The capacity-achieving output law is unique
- Capacity-achieving output laws bound every row divergence
- Finite DMC information capacity is attained
- Single-letter information capacity of a finite DMC
- Finite mutual information
- Finite distributions, entropy, divergence, and stochastic matrices
- The logarithm grows more slowly than every positive real power
- For a nonempty subset of $\mathbb{R}^n$ with $n\ge1$, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent
Used by
Cited to discharge well-definedness by Conditional information variance and DMC dispersion.
Dependency tree · two levels
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Sources
- Yury Polyanskiy, H. Vincent Poor, and Sergio Verdú, Channel Coding Rate in the Finite Blocklength Regime (standard reference, not scraped)
- Masahito Hayashi, Information Spectrum Approach to Second-Order Coding Rate in Channel Coding (standard reference, not scraped)