%! TEX root = EMC.tex % vim: tw=50 % 27/02/2025 09AM Let $X$, $Y$ be discrete random variables taking values in an abelian group. What is $X + Y$ when $X$ and $Y$ are independent? For each $z$, $\Pbb(X + Y = z) = \sum_{x + y = z} \Pbb(X = x)\Pbb(Y = y)$. Writing $p_x$ and $q_y$ for $\Pbb(X = x)$ and $\Pbb(Y = y)$ respectively, this givesim $\sum_{x + y = z} p_x q_y = p * q(z)$ where $p(x) = p_x$ and $q(y) = z_y$. So, sums of independent random variables $\leftrightarrow$ convolutions. \begin{fcdefnstar}[Entropic Ruzsa distance] \glssymboldefn{entd}% Let $G$ be an abelian group and let $X$, $Y$ be $G$-valued random variables. The \emph{entropic Ruzsa distance} $d[X; Y]$ is \[ \ent{X' - Y'} - \half \ent X - \half \ent Y \] where $X'$, $Y'$ are independent copies of $X$ and $Y$. \end{fcdefnstar} \begin{fclemma}[] \label{lemma:6.3} Assuming: - $A$, $B$ are finite subsets of $G$ - $X$, $Y$ are uniformly distributed on $A$, $B$ respectively Then: \[ \entd XY \le \log \ruzd AB .\] \end{fclemma} \begin{proof} Without loss of generality $X$, $Y$ are indepent. Then \begin{align*} \entd X Y &= \ent{X - Y} - \half \ent X - \half \ent Y \\ &\le \log |A - B| - \half \log A - \half \log B \\ &= \log \ruzd AB \qedhere \end{align*} \end{proof} \begin{fclemma}[] \label{lemma:6.4} Assuming: - $X$, $Y$ are $G$-valued random variables Then: \[ \ent{X + Y} \ge \max \{\ent X, \ent Y\} - \muti XY .\] \end{fclemma} \begin{proof} \begin{align*} \ent{X + Y} &\ge \cent{X + Y}{Y} &&\text{(by \nameref{subadd})} \\ &= \ent{X + Y, Y} - \ent Y \\ &= \ent{X, Y} - \ent Y \\ &= \ent X + \ent Y - \ent Y - \muti XY \\ &= \ent X - \muti XY \end{align*} By symmetry we also have \[ \ent{X + Y} \ge \ent Y - \muti XY . \qedhere \] \end{proof} \begin{corollary*}[] Assuming that: \begin{itemize} \item $X$, $Y$ are $G$-valued random variables \end{itemize} Then: \[ \ent{X - Y} \ge \max \{\ent X, \ent Y\} - \muti XY .\] \end{corollary*} \begin{fccoro}[] \label{coro:6.5} Assuming: - $X$, $Y$ are $G$-valued random variables Then: \[ \entd XY \ge 0 .\] \end{fccoro} \begin{proof} Without loss of generality $X$, $Y$ are independent. Then $\muti XY = 0$, so \begin{align*} \ent{X - Y} &\ge \max \{\ent X, \ent Y\} \\ &\ge \half (\ent X + \ent Y) \qedhere \end{align*} \end{proof} \begin{fclemma}[] \label{lemma:6.6} Assuming: - $X$, $Y$ are $G$-valued random variables Then: \begin{iffc} \lhs $\entd XY = 0$ \rhs there is some (finite) subgroup $H$ of $G$ such that $X$ and $Y$ are uniform on cosets of $H$. \end{iffc} \end{fclemma} \begin{iffproof} \leftimpl If $X$, $Y$ are uniform on $x + H$, $y + H$, then $X' - Y'$ is uniform on $x - y + H$, so \[ \ent{X' - Y'} = \ent X = \ent Y .\] So $\entd XY = 0$. \rightimpl Suppose that $X$, $Y$ are independent and $\ent{X - Y} = \half (\ent X + \ent Y)$. From the first line of the proof of \cref{lemma:6.4}, it follows that $\cent{X - Y}{Y} = \ent{X - Y}$. Therefore, $X - Y$ and $Y$ are independent. So for every $z \in A - B$ and every $y_1, y_2 \in B$, \[ \Pbb(X - Y = z \mid Y = y_1) = \Pbb(X - Y = z \mid Y = y_2) \] where $A = \{x : p_x \neq 0\}$, $B = \{y : q_y \neq 0\}$, i.e. for all $y_1, y_2 \in B$, \[ \Pbb(X = y_1 + z) = \Pbb(X = y_2 + z) .\] So $p_x$ is constant on $z + B$. In particular, $A \supset z + B$. By symmetry, $B \supset A - z$. So $A = B + z$ for any $z \in A - B$. So for every $x \in A$, $y \in B$, $A = B + x - y$, so $A - x = B - y$. So $A - x$ is the same for every $x \in A$. Therefore, $A - x = A - A$ for every $x \in A$. It follows that \[ A - A + A - A = (A - x) - (A - x) = A - A .\] So $A - A$ is a subgroup. Also, $A = A - A + c$, so $A$ is a coset of $A - A$. $B = A + z$, so $B$ is also a coset of $A - A$. \end{iffproof} Recall \cref{lemma:1.16}: If $Z = f(X) = g(Y)$, then: \[ \ent{X, Y} + \ent Z \le \ent X + \ent Y .\] \begin{fclemma}[The entropic Ruzsa triangle inequality] \label{lemma:6.7} Assuming: - $X$, $Y$, $Z$ are $G$-valued random variables Then: \[ \entd XZ \le \entd XY + \entd YZ .\] \end{fclemma} \begin{proof} We must show that (assuming without loss of generality that $X$, $Y$ and $Z$ are independent) that \[ \ent{X - Z} - \half \ent X - \half \ent Z \le \ent{X - Y} - \half \ent X - \half \ent Y + \ent{Y - Z} - \half \ent Y - \half \ent Z ,\] i.e. that \[ \ent{X - Z} + \ent Y \le \ent{X - Y} + \ent{Y - Z} \tag{$*$} \label{lec11eq1} .\] Since $X - Z$ is a function of $(X - Y, Y - Z)$ and is also a function of $(X, Z)$, we get using \cref{lemma:1.16} that \[ \ent{X - Y, Y - Z, X, Z} + \ent{X - Z} \le \ent{X - Y, Y - Z} + \ent{X, Z} .\] This is the same as \[ \ent{X, Y, Z} + \ent{X - Z} \le \ent{X, Z} + \ent{X - Y, Y - Z} .\] By independence, cancelling common terms and \nameref{subadd}, we get \eqref{lec11eq1}. \end{proof} \begin{fclemma}[Submodularity for sums] \label{lemma:6.8} Assuming: - $X$, $Y$, $Z$ are independent $G$-valued random variables Then: \[ \ent{X + Y + Z} + \ent Z \le \ent{X + Z} + \ent{Y + Z} .\] \end{fclemma} \begin{proof} $X + Y + Z$ is a function of $(X + Z, Y)$ and also a function of $(X, Y + Z)$. Therefore (using \cref{lemma:1.16}), \[ \ent{X + Z, Y X, Y + Z} + \ent{X + Y + Z} \le \ent{X + Z, Y} + \ent{X, Y + Z} .\] Hence \[ \ent{X, Y, Z} + \ent{X + Y + Z} \le \ent{X + Z} + \ent Y + \ent X + \ent{Y + Z} .\] By independence and cancellation, we get the desired inequality. \end{proof}