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Specific Relative Entropy Density

Statement

Assume AC and let P∈Pstat1(Ω), with this class defined in Local-Tame Topology, be stationary for the translations of Poisson Configuration Reference. For a bounded Borel set G, write PG and QG for the restrictions of P and the unit-intensity Poisson reference Q to configurations in G. For L>0, put ΛL=[0,L)d and DL:=D(PΛL∥QΛL). Then the specific relative entropy density I(P):=lim⁡L→∞DLLd exists in [0,+∞] and satisfies I(P)=sup⁡m∈N, m≥1D(PΛm∥QΛm)md. If I(P)<∞, every bounded Borel restriction has finite relative entropy. This is an information functional relative to the specified unit-intensity Poisson law; changing the reference changes its value.

Facts & Assumptions

Given: AC, dimension d≥1, a stationary finite-intensity configuration law P, and the unit-intensity reference Q.

[A1]

The Axiom of Choice is inherited from the standard-Borel Poisson reference and its countable product construction (The Axiom of Choice, Poisson Configuration Reference).

[F1]

For independent Poisson reference restrictions on disjoint bounded sets, the finite-region relative entropy is nonnegative, obeys the conditional chain rule, and does not increase under restriction (Poisson Reference Counts and Translation Invariance, Relative Entropy of Probability Measures, Relative Entropy Variational, Chain, and Conditioning Rules).

[F2]

For the stated dimension d≥1, the domain Pstat1(Ω) consists of translation-invariant laws with finite unit-cell count, and stationarity of P and Q gives D(PG+x∥QG+x)=D(PG∥QG) for every bounded Borel G and translation x (Local-Tame Topology, Poisson Configuration Reference, Poisson Reference Counts and Translation Invariance).

[F3]

If a cube restriction has finite relative entropy, then every bounded subregion has no larger relative entropy (Relative Entropy Variational, Chain, and Conditioning Rules, claim 2).

Proof

Given: AC, P, and Q as in the Statement.

1.1A1F1algebra

If G1,G2 are disjoint bounded Borel sets, [F1] decomposes D(PG1∪G2∥QG1⊗QG2) into D(PG1∥QG1) plus the mean conditional relative entropy of G2 given G1. That conditional increment is at least D(PG2∥QG2) by the conditioning monotonicity in [F1], comparing observation by G1 with no observation. Thus relative entropy is superadditive over disjoint regions; if the left side is infinite the inequality is immediate, and otherwise all terms in the chain rule are finite.

2.1F1F2step 1.1construct

Fix an integer m≥1 and let qN=⌊N/m⌋. Tile [0,qNm)d by qNd disjoint translates of Λm, leaving the Borel remainder ΛN∖[0,qNm)d. Iterating step 1.1 and using nonnegativity on the remainder gives D(PΛN∥QΛN)≥qNdD(PΛm∥QΛm), because stationarity gives the same entropy for each translated m-cube. If D(PΛm∥QΛm)=+∞, this forces D(PΛN∥QΛN)=+∞ for every N≥m.

3.1step 2.1algebra

Put s=sup⁡m≥1m−dD(PΛm∥QΛm). If s=+∞, step 2.1 makes the liminf of N−dDN exceed every finite bound, so the integer-cube limit is +∞=s. If s<+∞, step 2.1 gives lim inf⁡N→∞N−dDN≥m−dD(PΛm∥QΛm) for every m, since qNd/Nd→m−d. Taking the supremum gives liminf at least s, while the definition of s gives N−dDN≤s for every integer N. Hence the integer-cube limit exists and equals s.

4.1F2F3step 3.1algebra

For real L→∞, let N=⌊L⌋. The inclusions ΛN⊆ΛL⊆ΛN+1 and [F3] give DN≤DL≤DN+1. Since N/L→1 and (N+1)/L→1, step 3.1 squeezes L−dDL to the same extended limit s; if some integer-cube entropy is infinite, monotonicity gives the same conclusion directly.

5.1F2F3step 3.1construct∎

If I(P)<∞ and A is bounded, choose an integer cube ΛN+x containing A. Stationarity [F2] and restriction monotonicity [F3] give D(PA∥QA)≤D(PΛN+x∥QΛN+x)=D(PΛN∥QΛN)≤NdI(P)<∞. Thus every bounded restriction has finite relative entropy.

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