%! TEX root = EMC.tex % vim: tw=50 % 30/01/2025 09AM \begin{fclemma}[] \label{lemma:1.15} Assuming: - $X, Y, Z$ random variables - $Z = f(Y)$ Then: \[ \cent XY \le \cent XZ .\] \end{fclemma} \begin{proof} \begin{align*} \cent XY &= \ent{X, Y} - \ent Y \\ &= \ent{X, Y, Z} - \ent{Y, Z} \\ &\le \ent{X, Z} - \ent Z &&\text{(\nameref{submod})} \\ &= \cent XZ && \qedhere \end{align*} \end{proof} \begin{fclemma}[] \label{lemma:1.16} Assuming: - $X, Y, Z$ random variables - $Z = f(X) = g(Y)$ Then: \[ \ent{X, Y} + \ent Z \le \ent X + \ent Y .\] \end{fclemma} \begin{proof} \nameref{submod} says: \[ \ent{X, Y, Z} = \ent Z \le \ent{X, Z} + \ent{Y, Z} \] which implies the result since $Z$ depends on $X$ and $Y$. \end{proof} \begin{fclemma}[] \label{lemma:1.17} Assuming: - $X$ takes values in a finite set $A$ - $Y$ is uniform on $A$ - $\ent X = \ent Y$ Then: $X$ is uniform. \end{fclemma} \begin{proof} Let $p_a = \Pbb[X = a]$. Then \begin{align*} \ent X &= \sum_{a \in A} p_a \log \left( \frac{1}{p_a} \right) \\ &= |A| \sum_{a \in A} p_a \log \left( \frac{1}{p_a} \right) \end{align*} The function $x \mapsto x \log \frac{1}{x}$ is concave on $[0, 1]$. So, by Jensen's inequality this is at most \[ |A| (\Ebb_a p_a) \log \left( \frac{1}{\Ebb_a p_a} \right) = \log (|A|) = \ent Y .\] Equality holds if and only if $a \mapsto p_a$ is constant -- i.e. $X$ is uniform. \end{proof} \begin{fccoro}[] \label{coro:1.18} Assuming: - $X, Y$ random variables - $\ent{X, Y} = \ent X + \ent Y$ Then: $X$ and $Y$ are independent. \end{fccoro} \begin{proof} We go through the proof of \nameref{subadd} and check when equality holds. Suppose that $X$ is uniform on $A$. Then \begin{align*} \cent XY &= \sum_y \Pbb[Y = y] \cent X{Y = y} \\ &\le \ent X \end{align*} with equality if and only if $\cent X{Y = y}$ is uniform on $A$ for all $y$ (by \cref{lemma:1.17}), which implies that $X$ and $Y$ are independent. At the last stage of the proof we used \[ \cent XY = \cent X{Y, W} = \cent XW \le \ent X \] where $W$ was uniform. So equality holds only if $X$ and $W$ are independent, which implies (since $Y$ depends on $W$) that $X$ and $Y$ are indpendent. \end{proof} \begin{fcdefnstar}[Mutual information] \glsnoundefn{muti}{mutual information}{NA}% Let $X$ and $Y$ be random variables. The \emph{mutual information} $\mathbf{I}[X : Y]$ is \begin{align*} \mathcloze{\ent X + \ent Y - \ent{X, Y}} &= \mathcloze{\ent X - \cent XY} \\ &= \mathcloze{\ent Y - \cent YX} \end{align*} \end{fcdefnstar} \nameref{subadd} is equivalent to the statement that $\muti XY \ge 0$ and \cref{coro:1.18} implies that $\muti XY = 0$ if and only if $X$ and $Y$ are independent. Note that \[ \ent{X, Y} = \ent X + \ent Y - \muti XY .\] \begin{fcdefnstar}[Conditional mutual information] \glsnoundefn{cmuti}{conditional mutual information}{NA}% Let $X$, $Y$ and $Z$ be random variables. The \emph{conditional mutual information} of $X$ and $Y$ given $Z$, denoted by $\mathbf{I}[X : Y | Z]$ is \begin{align*} &\mathcloze{\sum_z \Pbb[Z = z] \muti{X \mid Z = z}{Y \mid Z = z}} \\ &= \mathcloze{\sum_z \Pbb[Z = z] (\cent X{Z = z} + \cent Y{Z = z} - \cent{X, Y}{Z = z})} \\ &= \mathcloze{\cent XZ + \cent YZ - \cent{X, Y}Z} \\ &= \mathcloze{\ent{X, Z} + \ent{Y, Z} - \ent{X, Y, Z} - \ent Z} \end{align*} \end{fcdefnstar} \nameref{submod} is equivalent to the statement that $\cmuti XYZ \ge 0$. \newpage \section{A special case of Sidorenko's conjecture} Let $G$ be a bipartite graph with vertex sets $X$ and $Y$ (finite) and density $\alpha$ (defined to be $\frac{|E(G)|}{|X||Y|}$). Let $H$ be another (think of it as `small') bipartite graph with vertex sets $U$ and $V$ and $m$ edges. Now let $\phi : U \to X$ and $\psi : V \to Y$ be random functions. Say that $(\phi, \psi)$ is a \emph{homomorphism} if $\phi(x)\phi(y) \in E(G)$ for every $xy \in E(H)$. Sidorenko conjectured that: for every $G, H$, we have \[ \Pbb[\text{$(\phi, \psi)$ is a homomorphism}] \ge \alpha^m .\] Not hard to prove when $H$ is $K_{r, s}$. Also not hard to prove when $H$ is $K_{2, 2}$ (use Cauchy Schwarz). \begin{fcthm}[] \label{thm:2.1} Sidorenko's conjecture is true if $H$ is a path of length $3$. \end{fcthm} \begin{proof} We want to show that if $G$ is a bipartite graph of density $\alpha$ with vertex sets $X, Y$ of size $m$ and $n$ and we choose $x_1, x_2 \in X$, $y_1, y_2 \in Y$ independently at random, then \[ \Pbb[x_1 y_1, x_2 y_2, x_3 y_3 \in E(G)] \ge \alpha^3 .\] It would be enough to let $P$ be a P3 chosen uniformly at random and show that $\ent P \ge \log(\alpha^3 m^2 n^2)$. Instead we shall define a \emph{different} random variable taking values in the set of all P3s (and then apply \gls{maximality}). To do this, let $(X_1, Y_1)$ be a random edge of $G$ (with $X_1, \in X$, $Y_1 \in Y$). Now let $X_2$ be a random neighbour of $Y_1$ and let $Y_2$ be a random neighbour of $X_2$. It will be enough to prove that \[ \ent{X_1, Y_1, X_2, Y_2} \ge \log(\alpha^3 m^2 n^2) .\]