Scribe Note 2( 22-Jan )


1. Fano's inequality

Intuition:  If Y is a function of X, Y = g(X), then  H(Y|X) =0 . If we can only estimate X from Y with some probability of  error P(e), we can image that H(X|Y) will be small if P(e) is small ,and   H(X|Y)->0 , as P(e) -> 0.

Proof:  we model the process as a Markov Chain

                X------> Y--------> Formula

we define E as follows:

               E  =  1,    if  Formula

                   =  0,    if  Formula

 

We expand Formula in two ways,

              Formula

               Formula

for the second equation,  

               Formula               

              Formula

                                     Formula

                                     Formula                                                   (1)

,which means

            Formula

 

for the first equation, since E is a function of X and Formula, then 

          Formula 

now,   Formula                                                       (2)

 

From (1),(2), we obtain

 

                          Formula     (3)

Next , we will prove

                     Formula

From data-processing inequality, we have

                    Formula

since

               Formula

               Formula

,we obtain

               Formula                                        (4)

 

From (3),(4)

               Formula

viz

 

               Formula

 


2. Converse for source coding theorem.

Formula---->,Formula------>Formula form a markov chain.

 

Formula                      (i.i.d)

                Formula        ( H(x) = H(x|y) + I(x;y) )

                Formula    (data processing inequality in the above Markov chain)

                Formula           ( I(x;y)<= H(y))

                Formula        ( H(x)<= log|X| )     

                Formula     (Fano's inequality)

,which means 

 Formula