First estimate #
The first estimate on tau-minimizers.
Assumptions:
- $X_1, X_2$ are tau-minimizers
- $X_1, X_2, \tilde X_1, \tilde X_2$ are independent random variables, with $X_1,\tilde X_1$ copies of $X_1$ and $X_2,\tilde X_2$ copies of $X_2$.
- $k := d[X_1;X_2]$
- $I_1 := I [X_1+X_2 : \tilde X_1 + X_2 | X_1+X_2+\tilde X_1+\tilde X_2]$
Main results #
first_estimate
: $I_1 ≤ 2 η k$ent_ofsum_le
: $H[X_1+X_2+\tilde X_1+\tilde X_2] \le \tfrac{1}{2} H[X_1]+\tfrac{1}{2} H[X_2] + (2 + \eta) k - I_1.$
The sum of $$ d[X_1+\tilde X_2;X_2+\tilde X_1] + d[X_1|X_1+\tilde X_2; X_2|X_2+\tilde X_1] $$ and $$ I[X_1+ X_2 : \tilde X_1 + X_2 \,|\, X_1 + X_2 + \tilde X_1 + \tilde X_2] $$ is equal to $2k$.
The distance $d[X_1+\tilde X_2; X_2+\tilde X_1]$ is at least $$ k - \eta (d[X^0_1; X_1+\tilde X_2] - d[X^0_1; X_1]) - \eta (d[X^0_2; X_2+\tilde X_1] - d[X^0_2; X_2]).$$
The distance $d[X_1|X_1+\tilde X_2; X_2|X_2+\tilde X_1]$ is at least $$ k - \eta (d[X^0_1; X_1 | X_1 + \tilde X_2] - d[X^0_1; X_1]) - \eta(d[X^0_2; X_2 | X_2 + \tilde X_1] - d[X^0_2; X_2]).$$
d[X₀₁ # X₁ + X₂'] - d[X₀₁ # X₁] ≤ k/2 + H[X₂]/4 - H[X₁]/4
.
$$ d[X^0_2;X_2+\tilde X_1] - d[X^0_2; X_2] \leq \tfrac{1}{2} k + \tfrac{1}{4} \mathbb{H}[X_1] - \tfrac{1}{4} \mathbb{H}[X_2].$$
$$ d[X_1^0;X_1|X_1+\tilde X_2] - d[X_1^0;X_1] \leq \tfrac{1}{2} k + \tfrac{1}{4} \mathbb{H}[X_1] - \tfrac{1}{4} \mathbb{H}[X_2].$$
$$ d[X_2^0; X_2|X_2+\tilde X_1] - d[X_2^0; X_2] \leq \tfrac{1}{2}k + \tfrac{1}{4} \mathbb{H}[X_2] - \tfrac{1}{4} \mathbb{H}[X_1].$$
We have $I_1 \leq 2 \eta k$
$$\mathbb{H}[X_1+X_2+\tilde X_1+\tilde X_2] \le \tfrac{1}{2} \mathbb{H}[X_1]+\tfrac{1}{2} \mathbb{H}[X_2] + (2 + \eta) k - I_1.$$