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Register a new userAn Elementary Proof of a Classical Information-Theoretic Formula
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Added by
Guangyue Han
Publication date
2018
fields
Informatics Engineering
and research's language is
English
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A renowned information-theoretic formula by Shannon expresses the mutual information rate of a white Gaussian channel with a stationary Gaussian input as an integral of a simple function of the power spectral density of the channel input. We give in this paper a rigorous yet elementary proof of this classical formula. As opposed to all the conventional approaches, which either rely on heavy mathematical machineries or have to resort to some external results, our proof, which hinges on a recently proven sampling theorem, is elementary and self-contained, only using some well-known facts from basic calculus and matrix theory.
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A finite form of de Finettis representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $ngeq k$ is close to a mixture of product distributions. Closeness is measured in terms of the relative entropy and an explicit bound is provided.
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