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Exact high-rate limit for a positive compact one-dimensional compander
Statement
Let and let be probability densities. For the compander of Positive C1 compact one-dimensional compander, the distortions satisfy
This is an exact limit for the specified compact construction. It assumes neither an unbounded source nor negligible overload, and it makes no claim about unrestricted optimal quantizers or dimensions greater than one.
Facts & Assumptions
Given: A fixed interval with and positive normalized densities .
Positive C1 compact one-dimensional compander: with , the cells have cumulative-coordinate endpoints , reproduction points are , and is the integral of squared error against density on .
A positive C1 point density has a C2 cumulative inverse: is an increasing bijection, and , including continuous endpoint extensions.
The compact compander is a measurable finite quantizer: the cells are Borel and is finite for each .
Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive : a continuous real function on an interval has the primitive , with , and the integral of a continuous derivative equals the endpoint difference.
The chain rule for total derivatives: : the derivative of a composition of differentiable Euclidean maps is the composition of their derivatives.
Sums, scalar multiples, products and quotients: , , , and when : differentiable real functions obey the product and quotient rules where the denominator is nonzero.
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with : for a function continuous on a closed interval and differentiable in its interior, its endpoint increment equals an interior derivative times the interval length.
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value: every continuous real function on a nonempty compact metric space is bounded and attains its maximum and minimum.
Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous: a continuous map on a compact metric space is uniformly continuous.
Proof
Put , , and . For , its primitive satisfies by [F4]. The chain rule [F5] applied to on , followed by endpoint evaluation using [F4], gives , because [F2] gives and [F1] gives the reproduction point . The distortion is well-defined by [F3].
By the chain rule [F5] and quotient rule [F6], is ; the functions , , and are continuous on compact , so [F8] gives finite bounds , , , and , independent of . If and , [F7] applied to and , together with [F4], gives and . Expanding the square therefore bounds the absolute difference under consideration by . Since , this is at most for , which is independent of .
On , direct integration gives and . Thus step 1.2 gives with , where .
Multiplying by gives , with . By [F9], is uniformly continuous on . Given , choose such that whenever . Let ; [F4] gives and . For with , the mean value theorem [F7] on each gives with . Since , telescoping gives . Thus the midpoint sums converge to .
Let . The integrand is continuous because is positive on the compact interval, so [F4] gives . By [F5] and [F2], . Evaluating this primitive at by [F4], using and , gives .
Steps 3.1 and 3.2 identify the limit of with the displayed integral, proving the theorem.
Depends on
- Positive C1 compact one-dimensional compander
- The compact compander is a measurable finite quantizer
- A positive C1 point density has a C2 cumulative inverse
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
- Every continuous function on an interval has a primitive; two primitives differ by a constant; and $\int_a^b f = G(b)-G(a)$ for any primitive $G$
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous
Used by
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Sources
- Robert M. Gray, Source Coding Theory, first edition (standard reference, not scraped)
- Robert Gallager, 6.450 Principles of Digital Communications I, Chapter 3: Quantization (standard reference, not scraped)
- Robert M. Gray and David L. Neuhoff, Quantization, IEEE Transactions on Information Theory 44(6) (1998) (standard reference, not scraped)