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Cut-dependent Gaussian multicast gap to the cut-set bound

Statement

For the real Gaussian multicast network in Real scalar Gaussian multicast relay network and power constraints with common node power P, compare the noisy-network-coding inner cut in [F1] with the cut-set outer region. For each admissible cut A, the outer cut is at most 12log⁡2det⁡ ⁣(I+P2G(A)G(A)T)+12min⁡{∣A∣,∣Ac∣}log⁡2(2∣A∣). Consequently the outer and inner cut bounds differ by at most Δ(A)=∣A∣2+12min⁡{∣A∣,∣Ac∣}log⁡2(2∣A∣) bits per use on that cut. This is a cutwise comparison; it does not assert a single cut-independent gap constant.

Facts & Assumptions

Given: A length-n causal Gaussian multicast code in [F2] with error Pe, block rates Rk(n)=n−1log⁡2∣Mk∣, all node powers at most P, and a cut A with A∩S≠∅ and Ac∩D≠∅.

[A1]

The Axiom of Choice: AC is inherited through the Gaussian maximum-entropy and Gaussian-law suppliers.

[F1]

Noise-level noisy-network-coding inner bound for real Gaussian multicast networks: the exact NNC expression for destination d∈Ac is Nd(A)=I(XA;Yd,Y^Ac∣XAc)−I(YA;Y^A∣X[N],Yd,Y^Ac). With Q=[N], Pi=P, and unit-variance quantization noise, its first term is at least I(XA;Y^Ac∣XAc)=12log⁡2det⁡(I+(P/2)G(A)G(A)T), while the penalty is ∣A∣/2. Hence Nd(A)≥L(A):=12log⁡2det⁡(I+(P/2)G(A)G(A)T)−∣A∣/2. The NNC theorem also separately achieves the all-zero tuple.

[F2]

Real scalar Gaussian multicast relay network and power constraints: causal encoders use each node's own message and past output; outputs across the cut have form YAc=G(A)XA+G′(A)XAc+ZAc with identity noise covariance.

[F3]

Gaussian maximizes differential entropy at fixed positive-definite covariance: a vector with positive-definite covariance K has differential entropy at most 12ln⁡((2πe)ddet⁡K).

[F4]

Fano bound for finite messages and density observations: a finite message tuple M estimated from a density observation and finite side information with error at most Pe satisfies H(M∣Y,S)≤ln⁡2+Peln⁡∣M∣; for a singleton message its conditional entropy is zero.

[F5]

Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis: real symmetric matrices have real eigenvalues and an orthonormal eigenbasis; a positive-definite matrix has positive eigenvalues and a positive-definite square root.

[F6]

Conditional mutual-information chain rule and data processing for standard-Borel variables: the conditional mutual-information chain rule expands the length-n observation, and conditional data processing bounds each current observation by its current inputs.

[F7]

Bounded densities with finite second moments have finite differential entropy: a bounded density with finite second moment has a finite, absolutely defined differential entropy.

Proof

1.1A1F2F4F6givenalgebra

Fix a destination d∈Ac. Give the messages of nodes in Ac to that destination, and also give it all outputs YAcn. The revealed messages are independent of the source messages in A, and the original decoder is still available. Since rates are bits and Fano's bound is in nats, [F4] gives the exact finite-code bound (1−Pe)nln⁡2∑k∈A∩SRk(n)≤I(MA∩S;YAcn∣MAc)+ln⁡2. By the conditional chain rule [F6], expand the mutual information across time. For time i, condition on Hi=(MAc,YAci−1). Each input in Ac is then fixed by causality in [F2]. The current outputs depend on messages in A only through the current inputs XA,i, so conditional data processing [F6] gives I(MA∩S;YAc,i∣Hi)≤I(XA,i;YAc,i∣Hi). The right side is the mutual information of G(A)XA,i+ZAc,i under the conditional input law given Hi.

2.1F2F3F7step 1.1algebra

For almost every h, the conditional input second moment given Hi=h is finite, since its average is bounded by the node power constraints. The conditional output is a translate of a Gaussian convolution, so its density is bounded by the standard Gaussian noise peak; [F7] makes its differential entropy finite. Let Ki,h be the conditional covariance of XA,i given Hi=h. The channel noise is independent with covariance I, so [F3] bounds each conditional mutual information in step 1.1, measured in nats, by 12ln⁡det⁡(I∣Ac∣+G(A)Ki,hG(A)T). Set Kˉ=n−1∑iE[Ki,Hi]. Since covariance trace is at most the corresponding second moment and each node's average power is at most P, Kˉ⪰0 and tr⁡Kˉ≤∣A∣P.

3.1F2F5step 1.1step 2.1algebra

For positive-definite matrices B,B0, let C=B0−1/2BB0−1/2. Its eigenvalues λj are positive by [F5], and ln⁡λj≤λj−1 because u−1−ln⁡u has derivative 1−1/u, decreases on (0,1], increases on [1,∞), and vanishes at 1. Thus ln⁡det⁡B≤ln⁡det⁡B0+tr⁡(B0−1(B−B0)). Apply this with B=I+GKi,hGT and B0=I+GKˉGT, then average over i,h; the trace term averages to zero. Hence the average natural log determinant in step 2.1 is at most ln⁡det⁡(I+GKˉGT). The spectral theorem gives Kˉ⪯tr⁡(Kˉ)I, since every nonnegative eigenvalue is at most their sum; hence GKˉGT⪯∣A∣PGGT. If 0≺C⪯D, then C−1/2DC−1/2=I+E for some E⪰0, so its eigenvalues are at least one and det⁡C≤det⁡D. Applying this order property and dividing the Fano bound in step 1.1 by nln⁡2 yields (1−Pe)∑k∈A∩SRk(n)≤12ln⁡2ln⁡det⁡(I∣Ac∣+∣A∣PGGT)+1n. Along a sequence of reliable codes Pe→0, this finite bound first bounds the cut rate sums, and then passage to their achievable lower limits gives ∑k∈A∩SRk≤12ln⁡2ln⁡det⁡(I∣Ac∣+∣A∣PGGT). No a priori bounded-rate hypothesis is needed.

4.1F5step 3.1algebra

Put a=∣A∣ and b=∣Ac∣; both are positive. For any positive-semidefinite H of size m, Im+aPH⪯2a(Im+(P/2)H), so determinant monotonicity gives 12ln⁡2ln⁡det⁡(Im+aPH)≤12log⁡2det⁡(Im+(P/2)H)+m2log⁡2(2a). The block determinant of (IbaPG−aPGTIa), computed by taking either identity block as the Schur complement pivot, gives det⁡(Ib+aPGGT)=det⁡(Ia+aPGTG). Apply the previous inequality once in dimension b and once in dimension a, then use this identity to take the smaller additive term. The cut-set outer bound is at most 12log⁡2det⁡ ⁣(I+P2GGT)+12min⁡(a,b)log⁡2(2a).

5.1F1step 4.1algebracases∎

Write D(A)=12log⁡2det⁡(I+(P/2)G(A)G(A)T), so the sufficient lower bound in [F1] is L(A)=D(A)−a/2. Step 4.1 gives the cut-set outer value O(A)≤D(A)+12min⁡(a,b)log⁡2(2a)=L(A)+Δ(A). If L(A)>0, the exact NNC expression satisfies Nd(A)≥L(A), so O(A)−Nd(A)≤Δ(A). If L(A)≤0, use the separately achievable zero-rate tuple from [F1]; then O(A)≤L(A)+Δ(A)≤Δ(A), so the outer cut is within Δ(A) of that achievable rate. This proves the cutwise comparison without treating the determinant expression as the exact NNC rate and covers negative sufficient-cut values.

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