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Average-cost capacity formula for a finite DMC
Statement
Let be a finite DMC with finite nonnegative input cost , and let . 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 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.
Finite discrete memoryless channels, Finite DMC with a nonnegative input cost and feasible budget, and Average-cost fixed-length codes and operational DMC capacity: uses deterministic length- codes, uniform-message average error and average block cost; is the supremum over input laws with expected letter cost at most .
Constrained DMC information capacity is attained, nondecreasing, and concave: the feasible input set is compact, the maximum is attained, and is nondecreasing and concave; for its maximum can be approached with strict-cost laws.
An average-cost DMC block input has mutual information at most n C_I(Gamma): every block input satisfying the average cost constraint obeys .
Strictly feasible DMC input laws achieve every lower mutual-information rate: every rate below is achievable by average-cost feasible ordinary codes, including the minimum-cost endpoint.
Finite-alphabet Fano inequality: if an estimate of a uniform -message variable has error , then .
Finite entropy and mutual-information chain rules: finite entropy obeys the chain rule and .
Data processing for a finite Markov chain, with equality condition: for finite Markov variables , .
Proof
If , the rate is zero and the converse is immediate. Suppose . Then the message and channel variables form the finite Markov chains and . By [F5] and [F6], , using the relaxed Fano bound in [F4]. Feasibility and [A1] give , so [F2] applies. Also [F6] gives , and [F2] bounds the latter by . Hence .
Along any reliable sequence, , so step 1.1 implies . This proves .
For , a one-message minimum-cost code is feasible. If , [F3] constructs a reliable feasible code sequence of rate at least . Therefore every rate below is operationally achievable, so by the supremum definition, also when . Attainment of the displayed maximum is [F1].
Depends on
- Average-cost fixed-length codes and operational DMC capacity
- Finite discrete memoryless channels
- Finite DMC with a nonnegative input cost and feasible budget
- Strictly feasible DMC input laws achieve every lower mutual-information rate
- Constrained DMC information capacity is attained, nondecreasing, and concave
- An average-cost DMC block input has mutual information at most n C_I(Gamma)
- Finite-alphabet Fano inequality
- Finite entropy and mutual-information chain rules
- Data processing for a finite Markov chain, with equality condition
Used by
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Sources
- Yury Polyanskiy and Yihong Wu, Information Theory: From Coding to Learning, Chapter 20 §20.1 (standard reference, not scraped)
- Yury Polyanskiy, MIT 6.441 Information Theory, Chapter 17 §§17.1–17.2 (standard reference, not scraped)