Alphabeta Math
LemmaStatement: Literature-sourcedProof: AI-generatedPipeline-generatedjudge pass (gpt-6-luna)
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  • Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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Nonnegativity and equality for finite classical relative entropy

Statement

For probability vectors p=(pi)i∈I and q=(qi)i∈I on a finite nonempty set I, define

D(p∥q):={∑i:pi>0piln⁡piqi,pi>0⇒qi>0,+∞,otherwise.

Then D(p∥q)≥0, and D(p∥q)=0 if and only if p=q.

Facts & Assumptions

Given: The finite set I and probability vectors p,q in the Statement.

[F1]

The natural logarithm as the inverse of the exponential function: ln⁡x is the inverse exponential on (0,∞).

[F2]

Proof

1.1givenF1F2F3F4casesalgebra

Set g(t)=t−1−ln⁡t for t>0. For t>1, [F3] and [F4] give g(t)−g(1)=g′(c)(t−1) for some c∈(1,t), where g′(c)=1−1/c>0; for 0<t<1, they give g(1)−g(t)=g′(c)(1−t) for some c∈(t,1), where g′(c)=1−1/c<0. Thus g(t)>0 unless t=1, when g(1)=0. Equivalently, −ln⁡t≥1−t, with equality only at t=1.

2.1givenstep 1.1algebracases∎

If pi>0=qi for some i, then D(p∥q)=+∞ by definition. Otherwise, for each i with pi>0, apply step 1.1 to t=qi/pi and multiply by pi, obtaining piln⁡(pi/qi)≥pi−qi. Summing gives D(p∥q)≥1−∑i:pi>0qi≥0. Equality forces qi=pi on the positive support by step 1.1 and no q-mass outside it by the final inequality; hence p=q. Conversely, p=q makes every summand zero.

Depends on

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Sources