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Average-cost capacity formula for a finite DMC

Statement

Let W be a finite DMC with finite nonnegative input cost c, and let Γ≥cmin⁡. Under the uniform-message average block-cost and average-error conventions of Average-cost fixed-length codes and operational DMC capacity, the operational capacity is C(Γ)=CI(Γ)=max⁡PX: Ec(X)≤ΓI(PX;W), with all rates measured in nats per use.

Facts & Assumptions

Given: A finite memoryless channel, a finite letter cost, and a feasible average-cost budget.

[A1]

Finite discrete memoryless channels, Finite DMC with a nonnegative input cost and feasible budget, and Average-cost fixed-length codes and operational DMC capacity: C(Γ) uses deterministic length-n codes, uniform-message average error and average block cost; CI is the supremum over input laws with expected letter cost at most Γ.

[F1]

Constrained DMC information capacity is attained, nondecreasing, and concave: the feasible input set is compact, the maximum is attained, and CI is nondecreasing and concave; for Γ>cmin⁡ its maximum can be approached with strict-cost laws.

[F2]

An average-cost DMC block input has mutual information at most n C_I(Gamma): every block input satisfying the average cost constraint obeys I(Xn;Yn)≤nCI(Γ).

[F3]

Strictly feasible DMC input laws achieve every lower mutual-information rate: every rate below CI(Γ) is achievable by average-cost feasible ordinary codes, including the minimum-cost endpoint.

[F4]

Finite-alphabet Fano inequality: if an estimate of a uniform M-message variable has error e, then H(M∣M^)≤h2(e)+eln⁡(M−1).

[F5]

Finite entropy and mutual-information chain rules: finite entropy obeys the chain rule and I(U;V)=H(U)−H(U∣V).

[F6]

Data processing for a finite Markov chain, with equality condition: for finite Markov variables U→V→Z, I(U;Z)≤I(V;Z).

Proof

1.1A1F2F4F5F6givenalgebracases

If M=1, the rate is zero and the converse is immediate. Suppose M≥2. Then the message and channel variables form the finite Markov chains M→Xn→Yn and M→Yn→M^. By [F5] and [F6], I(M;Yn)≥I(M;M^)=ln⁡M−H(M∣M^)≥(1−e)ln⁡M−ln⁡2, using the relaxed Fano bound in [F4]. Feasibility and [A1] give n−1∑tEc(Xt)≤Γ, so [F2] applies. Also [F6] gives I(M;Yn)≤I(Xn;Yn), and [F2] bounds the latter by nCI(Γ). Hence (1−e)ln⁡M≤nCI(Γ)+ln⁡2.

2.1step 1.1givenalgebra

Along any reliable sequence, en→0, so step 1.1 implies lim sup⁡n−1ln⁡Mn≤CI(Γ). This proves C(Γ)≤CI(Γ).

3.1F1F3givencases∎

For R=0, a one-message minimum-cost code is feasible. If 0<R<CI(Γ), [F3] constructs a reliable feasible code sequence of rate at least R. Therefore every rate below CI(Γ) is operationally achievable, so C(Γ)≥CI(Γ) by the supremum definition, also when CI(Γ)=0. Attainment of the displayed maximum is [F1].

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