Network Information Theory

Many senders and receivers; Gaussian multiple-access, broadcast, relay, interference and two-way channels; joint typicality for many variables; the multiple-access channel capacity region, its corner points, time-sharing, convexity, Carathéodory, the converse, m users, and CDMA versus FDMA/TDMA; Slepian–Wolf coding of correlated sources by random binning, its converse and graph-colouring interpretation; the duality between Slepian–Wolf coding and the multiple-access channel; broadcast channels, degradedness, superposition coding and the binary symmetric and Gaussian examples; the relay channel, cut-set bound and block-Markov coding; source coding with coded side information; Wyner–Ziv rate distortion with side information; the cut-set bound for general networks; and the failures of source–channel separation and of the no-feedback-gain theorem in networks

· 51 min read · 10,013 words

Motivation: from one wire to a telegraph network

Every result so far had one sender and one receiver. A real telegraph company runs a network:

  • many offices share one trunk line into the central exchange;
  • one office broadcasts a market report to every subscriber;
  • repeater stations relay a weak signal along a long route;
  • two offices on a party line talk over each other;
  • two weather stations in neighbouring cities report correlated readings to one headquarters.

Each adds something the single-user theory never faced:

New elementWhat it means
InterferenceOther senders’ signals arrive mixed with yours.
CooperationNodes can help each other, for example by relaying or coordinating.
FeedbackWhat a node hears can shape what it sends next.
Correlated sourcesSeparate encoders hold data that partly overlap.

DefinitionGeneral communication network

mm nodes. At each time, node ii sends a symbol x(i)x^{(i)} that depends on its own messages and on what it has received so far. The joint transmission (x(1),…,x(m))(x^{(1)}, \ldots, x^{(m)}) produces received symbols (Y(1),…,Y(m))(Y^{(1)}, \ldots, Y^{(m)}) according to a channel p(y(1),…,y(m)∣x(1),…,x(m))p(y^{(1)}, \ldots, y^{(m)} \mid x^{(1)}, \ldots, x^{(m)}), which captures both noise and interference. If pp takes only the values 0 and 1, the network is deterministic.

WarningThe general problem is unsolved

“Given the sources and the channel, can the sources be delivered?” combines distributed source coding with distributed channel coding, and has no general answer. This note works through the special cases that are solved, and the cut-set upper bound that holds everywhere.

IntuitionInformation is not water

For water in pipes, the maximum flow from AA to BB equals the minimum capacity of any cut separating them (Ford–Fulkerson). The cut bound is easy because no flow can cross a cut faster than its pipes allow, and it is always achievable. For information, the cut-set bound (General multiterminal networks) still holds, but it is not achievable in general. Some networks, such as the degraded relay channel, do have a max-flow min-cut answer; most don’t. (Compare random flow-network capacity.)

For the pipe network in the book’s figure (edges C1,…,C5C_1, \ldots, C_5), C=min⁡{C1+C2, C2+C3+C4, C4+C5, C1+C5}C = \min\{C_1 + C_2,\ C_2 + C_3 + C_4,\ C_4 + C_5,\ C_1 + C_5\}, one term per cut.

NoteBackground from chapters not yet in these notes

This chapter builds on channel capacity and the channel coding theorem (channel-capacity, Chapter 7), the Gaussian channel (gaussian-channel, Chapter 9) and rate distortion theory (rate-distortion-theory, Chapter 10). The only facts used here are their headline results: capacity is max⁡I(X;Y)\max I(X;Y), the Gaussian channel has capacity 12log⁡(1+P/N)\frac12\log(1 + P/N), and the rate distortion function is a minimized mutual information.


Gaussian multiple-user channels: the preview

The Gaussian versions give concrete, easily interpreted answers. This section states them without proof; the discrete theorems behind them come later.

DefinitionGaussian channel capacity function

C(x)=12log⁡(1+x)\mathcal{C}(x) = \frac12\log(1 + x)

the capacity, in bits per transmission, of an additive white Gaussian noise channel Y=X+ZY = X + Z, Z∼N(0,N)Z \sim \mathcal{N}(0, N), with input power PP and signal-to-noise ratio x=P/Nx = P/N.

Single user

RemarkMinimum distance is joint typicality

For R<C(P/N)R < \mathcal{C}(P/N), pick a good (2nR,n)(2^{nR}, n) codebook of power PP, send codeword X(w)X(w), and decode to the codeword nearest the received YY. For Gaussian noise this minimum-distance rule is essentially the same as looking for the codeword that is jointly typical with YY.

Multiple access: mm users, one receiver

Y=∑i=1mXi+ZY = \sum_{i=1}^m X_i + Z

TheoremGaussian multiple-access region (equal powers PP)

∑i∈SRi<C ⁣(∣S∣ PN)for every subset S of users\sum_{i \in S} R_i < \mathcal{C}\!\left(\frac{|S|\,P}{N}\right) \quad \text{for every subset } S \text{ of users}

When all rates are equal, the full-sum constraint ∑i=1mRi<C(mP/N)\sum_{i=1}^m R_i < \mathcal{C}(mP/N) is the binding one.

IntuitionThe cocktail party

The total rate C(mP/N)\mathcal{C}(mP/N) grows without bound as mm grows. A listener at a party with mm guests, each talking at power PP, receives unboundedly much information in total, even though interference grows. The rate per guest, 1mC(mP/N)\frac1m\mathcal{C}(mP/N), goes to 0. And the optimal scheme is not time-division: every sender uses all the bandwidth all the time.

Broadcast: one sender, two receivers

Y1=X+Z1Y_1 = X + Z_1, Y2=X+Z2Y_2 = X + Z_2, noise variances N1<N2N_1 < N_2 (receiver 1 is the better one).

TheoremGaussian broadcast region

R1<C ⁣(αPN1),R2<C ⁣((1−α)PαP+N2),0≤α≤1R_1 < \mathcal{C}\!\left(\frac{\alpha P}{N_1}\right), \qquad R_2 < \mathcal{C}\!\left(\frac{(1-\alpha)P}{\alpha P + N_2}\right), \qquad 0 \le \alpha \le 1

where α\alpha is the fraction of power devoted to the good receiver’s private message.

AlgorithmSuperposition and successive cancellation

  1. Two codebooks: rate R1R_1 at power αP\alpha P, and rate R2R_2 at power (1−α)P(1-\alpha)P.
  2. Send the sum of the codeword for w1w_1 and the codeword for w2w_2.
  3. Bad receiver: decode its own codeword, treating the other message as noise, which gives effective SNR (1−α)PαP+N2\frac{(1-\alpha)P}{\alpha P + N_2}.
  4. Good receiver: first decode the bad receiver’s codeword (possible, since its noise is lower), subtract it, then decode its own codeword from what remains.

IntuitionThe good receiver gets everything

A free bonus of optimal degraded broadcast coding: the better receiver always learns the worse receiver’s message too.

Relay: a repeater station

Y1=X+Z1,Y=X+Z1+X1+Z2Y_1 = X + Z_1, \qquad Y = X + Z_1 + X_1 + Z_2

The relay hears Y1Y_1 and transmits X1i=fi(Y11,…,Y1,i−1)X_{1i} = f_i(Y_{11}, \ldots, Y_{1,i-1}), using only the past. The sender has power PP, the relay P1P_1, and the noises Z1,Z2Z_1, Z_2 are independent with variances N1,N2N_1, N_2.

TheoremGaussian relay capacity

With αˉ=1−α\bar\alpha = 1 - \alpha,

C=max⁡0≤α≤1 min⁡{C ⁣(P+P1+2αˉPP1N1+N2), C ⁣(αPN1)}C = \max_{0 \le \alpha \le 1}\ \min\left\{\mathcal{C}\!\left(\frac{P + P_1 + 2\sqrt{\bar\alpha P P_1}}{N_1 + N_2}\right),\ \mathcal{C}\!\left(\frac{\alpha P}{N_1}\right)\right\}

If P1N2≥PN1\frac{P_1}{N_2} \ge \frac{P}{N_1}, then α=1\alpha = 1 is optimal and C=C(P/N1)C = \mathcal{C}(P/N_1).

IntuitionThe relay can make the second hop disappear

Without the relay the rate is C(PN1+N2)\mathcal{C}\big(\frac{P}{N_1 + N_2}\big), which is near 0 when N2N_2 is large. A strong enough relay (P1/N2≥P/N1P_1/N_2 \ge P/N_1) makes the channel look noiseless after the relay, so the rate becomes the rate of the first hop alone, C(P/N1)\mathcal{C}(P/N_1).

IntuitionHow the relay scheme works

Messages are sent in blocks, and the receiver runs one block behind.

  • In block ii the sender sends a fresh codeword (power αP\alpha P). The relay can decode it, because R1<C(αP/N1)R_1 < \mathcal{C}(\alpha P/N_1). The receiver can’t; it only narrows it down to a list of candidates.
  • The codebook is randomly partitioned into cells. In block i+1i+1, the sender and relay together send the index of the cell containing the previous codeword, using a second codebook. They send it coherently, so the receiver sees power (αˉP+P1)2(\sqrt{\bar\alpha P} + \sqrt{P_1})^2.
  • The receiver decodes the cell index, intersects that cell with its list from block ii, and is left with a single codeword.

The 2αˉPP12\sqrt{\bar\alpha PP_1} term in the capacity is the coherent-combining gain.

Interference: two pairs talking over each other

Y1=X1+aX2+Z1,Y2=X2+aX1+Z2,Zi∼N(0,N)Y_1 = X_1 + aX_2 + Z_1, \qquad Y_2 = X_2 + aX_1 + Z_2, \qquad Z_i \sim \mathcal{N}(0, N)

TheoremStrong interference costs nothing

The interference channel is unsolved in general, even for Gaussian noise. But if the interference is strong, C(a2PP+N)>C(PN)\mathcal{C}\big(\frac{a^2P}{P+N}\big) > \mathcal{C}\big(\frac PN\big), i.e. a2>1+PNa^2 > 1 + \frac PN, then each pair achieves C(P/N)\mathcal{C}(P/N), as if there were no interference at all.

IntuitionDecode the interference first

When the crosstalk is loud enough, receiver 1 can decode sender 2’s codeword (treating its own sender as noise), subtract it, and be left with a clean channel from sender 1. Strong interference is easier than moderate interference, because it can be decoded and removed.

Two-way: a full-duplex line

TheoremThe Gaussian two-way channel decomposes

The two-way channel adds feedback: each sender also hears the line and can adapt. Its capacity region is unknown in general (Shannon gave upper and lower bounds). For Gaussian channels the bounds coincide: each receiver subtracts its own transmitted codeword, which it knows, leaving a clean channel. So

R1<C(P1/N1),R2<C(P2/N2)R_1 < \mathcal{C}(P_1/N_1), \qquad R_2 < \mathcal{C}(P_2/N_2)

simultaneously. For a general two-way channel the two directions trade off and both can’t run at full rate.


Jointly typical sequences

The single-user typical set of the AEP note now has to handle many variables at once and every subset of them.

Setup. (X(1),…,X(k))(X^{(1)}, \ldots, X^{(k)}) has a fixed joint distribution. For an ordered subset SS of these variables, take nn i.i.d. copies, so Pr⁡{S=s}=∏i=1nPr⁡{Si=si}\Pr\{\mathbf S = \mathbf s\} = \prod_{i=1}^n \Pr\{S_i = s_i\}. By the law of large numbers, for every one of the 2k2^k subsets,

−1nlog⁡p(S1,…,Sn)⟶H(S)-\frac1n\log p(S_1, \ldots, S_n) \longrightarrow H(S)

DefinitionJointly ϵ\epsilon-typical set

Aϵ(n)={(x1,…,xk):∣−1nlog⁡p(s)−H(S)∣<ϵ  for every subset S}A_\epsilon^{(n)} = \left\{(\mathbf x_1, \ldots, \mathbf x_k) : \left|-\frac1n\log p(\mathbf s) - H(S)\right| < \epsilon \ \text{ for every subset } S\right\}

and Aϵ(n)(S)A_\epsilon^{(n)}(S) is its restriction to the coordinates in SS.

ConventionExponential equality with slack

an≐2n(b±ϵ)a_n \doteq 2^{n(b \pm \epsilon)} means ∣1nlog⁡an−b∣<ϵ\left|\frac1n\log a_n - b\right| < \epsilon for nn large enough. This is a version of first-order exponential equality that keeps track of the slack.

TheoremJoint AEP

For any ϵ>0\epsilon > 0 and nn large enough:

  1. P(Aϵ(n)(S))≥1−ϵP\big(A_\epsilon^{(n)}(S)\big) \ge 1 - \epsilon for every subset SS;
  2. s∈Aϵ(n)(S)⇒p(s)≐2−n(H(S)±ϵ)\mathbf s \in A_\epsilon^{(n)}(S) \Rightarrow p(\mathbf s) \doteq 2^{-n(H(S) \pm \epsilon)};
  3. ∣Aϵ(n)(S)∣≐2n(H(S)±2ϵ)\big|A_\epsilon^{(n)}(S)\big| \doteq 2^{n(H(S) \pm 2\epsilon)};
  4. if (s1,s2)∈Aϵ(n)(S1,S2)(\mathbf s_1, \mathbf s_2) \in A_\epsilon^{(n)}(S_1, S_2), then p(s1∣s2)≐2−n(H(S1∣S2)±2ϵ)p(\mathbf s_1 \mid \mathbf s_2) \doteq 2^{-n(H(S_1\mid S_2) \pm 2\epsilon)}.
ProofSame arguments as the single-variable AEP

1: the law of large numbers, for each of finitely many subsets. 2: the definition. 3: sum probabilities over the set, using the lower bound on each term (≤1\le 1) and the upper bound (≥1−ϵ\ge 1 - \epsilon), as in the AEP size bounds. 4: divide the joint estimate 2−n(H(S1,S2)±ϵ)2^{-n(H(S_1,S_2)\pm\epsilon)} by the marginal estimate 2−n(H(S2)±ϵ)2^{-n(H(S_2)\pm\epsilon)}; the errors add.

∎

TheoremConditionally typical sets

Let Aϵ(n)(S1∣s2)A_\epsilon^{(n)}(S_1 \mid \mathbf s_2) be the s1\mathbf s_1 sequences jointly typical with a fixed s2\mathbf s_2. If s2\mathbf s_2 is typical, then for large nn

∣Aϵ(n)(S1∣s2)∣≤2n(H(S1∣S2)+2ϵ),(1−ϵ)2n(H(S1∣S2)−2ϵ)≤∑s2p(s2)∣Aϵ(n)(S1∣s2)∣\big|A_\epsilon^{(n)}(S_1 \mid \mathbf s_2)\big| \le 2^{n(H(S_1 \mid S_2) + 2\epsilon)}, \qquad (1-\epsilon)2^{n(H(S_1\mid S_2) - 2\epsilon)} \le \sum_{\mathbf s_2} p(\mathbf s_2)\big|A_\epsilon^{(n)}(S_1 \mid \mathbf s_2)\big|

TheoremChance that conditionally independent sequences look jointly typical

Draw the three blocks as if S1S_1 and S2S_2 were conditionally independent given S3S_3, keeping the true pairwise marginals:

P(s1,s2,s3)=∏i=1np(s1i∣s3i) p(s2i∣s3i) p(s3i)P(\mathbf s_1, \mathbf s_2, \mathbf s_3) = \prod_{i=1}^n p(s_{1i}\mid s_{3i})\,p(s_{2i}\mid s_{3i})\,p(s_{3i})

Then the probability that they land in the true joint typical set is

P{(S1,S2,S3)∈Aϵ(n)}≐2−n(I(S1;S2∣S3)±6ϵ)P\{(\mathbf S_1, \mathbf S_2, \mathbf S_3) \in A_\epsilon^{(n)}\} \doteq 2^{-n(I(S_1;S_2\mid S_3) \pm 6\epsilon)}

ProofCount the set, times the probability of each element

∑Aϵ(n)p(s3)p(s1∣s3)p(s2∣s3)≐2n(H(S1,S2,S3)±ϵ) 2−n(H(S3)±ϵ) 2−n(H(S1∣S3)±2ϵ) 2−n(H(S2∣S3)±2ϵ)\sum_{A_\epsilon^{(n)}} p(\mathbf s_3)p(\mathbf s_1 \mid \mathbf s_3)p(\mathbf s_2 \mid \mathbf s_3) \doteq 2^{n(H(S_1,S_2,S_3)\pm\epsilon)}\,2^{-n(H(S_3)\pm\epsilon)}\,2^{-n(H(S_1\mid S_3)\pm2\epsilon)}\,2^{-n(H(S_2\mid S_3)\pm2\epsilon)}

The exponent is H(S1,S2,S3)−H(S3)−H(S1∣S3)−H(S2∣S3)=−I(S1;S2∣S3)H(S_1,S_2,S_3) - H(S_3) - H(S_1\mid S_3) - H(S_2 \mid S_3) = -I(S_1;S_2\mid S_3).

∎

ImportantThe engine of every achievability proof

In each random-coding proof below, an error happens when a wrong codeword, generated independently of what was actually sent, happens to look jointly typical with what was received. This theorem says that happens with probability about 2−nI2^{-nI}. With 2nR2^{nR} wrong codewords, the union bound gives an error term 2n(R−I)2^{n(R - I)}, which vanishes iff R<IR < I. Every rate constraint in this chapter is “number of confusable candidates times 2−nI2^{-nI} must vanish.”


The multiple-access channel

Two or more senders, one receiver: ground stations to a satellite, phones to a base station, telegraph offices sharing one trunk line. Each sender fights the noise and the other senders.

flowchart LR
  W1["Message W1"] --> X1["Encoder 1: X1"]
  W2["Message W2"] --> X2["Encoder 2: X2"]
  X1 --> C["Channel p of y given x1 and x2"]
  X2 --> C
  C --> Y["Y"] --> D["Decoder: estimates of W1 and W2"]

DefinitionDiscrete memoryless multiple-access channel and its codes

Alphabets X1,X2,Y\mathcal X_1, \mathcal X_2, \mathcal Y and a transition matrix p(y∣x1,x2)p(y \mid x_1, x_2). A ((2nR1,2nR2),n)((2^{nR_1}, 2^{nR_2}), n) code has message sets Wj={1,…,2nRj}\mathcal W_j = \{1, \ldots, 2^{nR_j}\}, encoders Xj:Wj→XjnX_j : \mathcal W_j \rightarrow \mathcal X_j^n (each sees only its own message), and a decoder g:Yn→W1×W2g : \mathcal Y^n \rightarrow \mathcal W_1 \times \mathcal W_2. The messages are independent and uniform, and the average error probability is

Pe(n)=12n(R1+R2)∑(w1,w2)Pr⁡{g(Yn)≠(w1,w2)∣(w1,w2) sent}P_e^{(n)} = \frac{1}{2^{n(R_1+R_2)}}\sum_{(w_1,w_2)}\Pr\{g(Y^n) \ne (w_1,w_2) \mid (w_1,w_2)\text{ sent}\}

A rate pair is achievable if some sequence of codes has Pe(n)→0P_e^{(n)} \rightarrow 0. The capacity region is the closure of the achievable pairs.

TheoremMultiple-access channel capacity (Ahlswede; Liao)

The capacity region is the closure of the convex hull of all (R1,R2)(R_1, R_2) with

R1<I(X1;Y∣X2),R2<I(X2;Y∣X1),R1+R2<I(X1,X2;Y)R_1 < I(X_1; Y \mid X_2), \qquad R_2 < I(X_2; Y \mid X_1), \qquad R_1 + R_2 < I(X_1, X_2; Y)

for some product distribution p1(x1)p2(x2)p_1(x_1)p_2(x_2).

IntuitionOne bound per way the decoder can be wrong

ConstraintError it prevents
R1<I(X1;Y∣X2)R_1 < I(X_1;Y\mid X_2)Sender 2 decoded correctly, sender 1 wrong. Given X2X_2, it’s a single-user channel for sender 1.
R2<I(X2;Y∣X1)R_2 < I(X_2;Y\mid X_1)The same with roles swapped.
R1+R2<I(X1,X2;Y)R_1 + R_2 < I(X_1,X_2;Y)Both wrong. There are 2n(R1+R2)2^{n(R_1+R_2)} such pairs to rule out.

Product distributions appear because the senders can’t coordinate: each encodes its own message independently.

Examples

ExampleTwo independent binary symmetric channels

If the two senders use separate BSCs with crossover probabilities p1p_1 and p2p_2, they don’t interact, and the region is the rectangle R1≤1−H(p1)R_1 \le 1 - H(p_1), R2≤1−H(p2)R_2 \le 1 - H(p_2).

ExampleBinary multiplier channel, Y=X1X2Y = X_1X_2

Setting X2=1X_2 = 1 gives sender 1 a clean bit per use, and vice versa. The output is binary, so R1+R2≤1R_1 + R_2 \le 1. Time-sharing achieves every point of that triangle, so the region is {R1+R2≤1}\{R_1 + R_2 \le 1\}.

ExampleBinary erasure multiple-access channel, Y=X1+X2Y = X_1 + X_2

Binary inputs, output in {0,1,2}\{0, 1, 2\}. Outputs 0 and 2 determine both inputs; output 1 could be (0,1)(0,1) or (1,0)(1,0).

  • Silencing either sender gives the other a full bit: (1,0)(1,0) and (0,1)(0,1).
  • If sender 1 runs at R1=1R_1 = 1, its codewords look like fair coin flips, and sender 2 sees a binary erasure channel with erasure probability 12\frac12 (Y=1Y = 1 is an erasure). That has capacity 12\frac12, so (1,12)(1, \frac12) is achievable.

The region is R1≤1R_1 \le 1, R2≤1R_2 \le 1, R1+R2≤32R_1 + R_2 \le \frac32. The sum rate 32=H(Y)\frac32 = H(Y) for uniform inputs beats time-sharing’s 1.

Achievability

ProofRandom codebooks, jointly typical decoding, union bound

Fix p1(x1)p2(x2)p_1(x_1)p_2(x_2).

Codebooks. Generate 2nR12^{nR_1} codewords X1(i)\mathbf X_1(i) i.i.d. ∼∏p1(x1i)\sim \prod p_1(x_{1i}), and independently 2nR22^{nR_2} codewords X2(j)∼∏p2(x2i)\mathbf X_2(j) \sim \prod p_2(x_{2i}). Reveal them to everyone.

Encoding / decoding. Sender 1 sends X1(i)\mathbf X_1(i), sender 2 sends X2(j)\mathbf X_2(j). The receiver outputs the unique (i,j)(i,j) with (x1(i),x2(j),y)∈Aϵ(n)(\mathbf x_1(i), \mathbf x_2(j), \mathbf y) \in A_\epsilon^{(n)}, and declares an error if there is none or several.

Error. By symmetry, assume (1,1)(1,1) was sent, and let Eij={(X1(i),X2(j),Y)∈Aϵ(n)}E_{ij} = \{(\mathbf X_1(i), \mathbf X_2(j), \mathbf Y) \in A_\epsilon^{(n)}\}. By the union bound,

Pe(n)≤P(E11c)+∑i≠1P(Ei1)+∑j≠1P(E1j)+∑i≠1,j≠1P(Eij)P_e^{(n)} \le P(E_{11}^c) + \sum_{i\ne1}P(E_{i1}) + \sum_{j\ne1}P(E_{1j}) + \sum_{i\ne1,j\ne1}P(E_{ij})

  • P(E11c)→0P(E_{11}^c) \rightarrow 0 by the joint AEP.

  • For i≠1i \ne 1, X1(i)\mathbf X_1(i) is independent of (X2(1),Y)(\mathbf X_2(1), \mathbf Y), so

    P(Ei1)≤∣Aϵ(n)∣ 2−n(H(X1)−ϵ)2−n(H(X2,Y)−ϵ)≤2−n(I(X1;X2,Y)−3ϵ)=2−n(I(X1;Y∣X2)−3ϵ)P(E_{i1}) \le |A_\epsilon^{(n)}|\,2^{-n(H(X_1)-\epsilon)}2^{-n(H(X_2,Y)-\epsilon)} \le 2^{-n(I(X_1;X_2,Y) - 3\epsilon)} = 2^{-n(I(X_1;Y\mid X_2)-3\epsilon)}

    using I(X1;X2,Y)=I(X1;X2)+I(X1;Y∣X2)I(X_1; X_2, Y) = I(X_1;X_2) + I(X_1;Y\mid X_2) with I(X1;X2)=0I(X_1;X_2) = 0 (independent inputs).

  • Likewise P(E1j)≤2−n(I(X2;Y∣X1)−3ϵ)P(E_{1j}) \le 2^{-n(I(X_2;Y\mid X_1)-3\epsilon)} and P(Eij)≤2−n(I(X1,X2;Y)−4ϵ)P(E_{ij}) \le 2^{-n(I(X_1,X_2;Y)-4\epsilon)}.

So

Pe(n)≤ϵ+2nR12−n(I(X1;Y∣X2)−3ϵ)+2nR22−n(I(X2;Y∣X1)−3ϵ)+2n(R1+R2)2−n(I(X1,X2;Y)−4ϵ)P_e^{(n)} \le \epsilon + 2^{nR_1}2^{-n(I(X_1;Y\mid X_2)-3\epsilon)} + 2^{nR_2}2^{-n(I(X_2;Y\mid X_1)-3\epsilon)} + 2^{n(R_1+R_2)}2^{-n(I(X_1,X_2;Y)-4\epsilon)}

Each term vanishes under the theorem’s three conditions. The average over random codebooks is small, so some codebook is good.

∎

The pentagon and its corners

For a fixed product distribution, the region is a pentagon:

PointRatesHow to achieve it
A(I(X1;Y∣X2), 0)(I(X_1;Y\mid X_2),\ 0)Sender 2 stays silent but helpful: it fixes X2=x2X_2 = x_2, the value that best serves sender 1.
B(I(X1;Y∣X2), I(X2;Y))(I(X_1;Y\mid X_2),\ I(X_2;Y))Decode sender 2 first, treating sender 1 as noise; subtract; then decode sender 1.
C(I(X1;Y), I(X2;Y∣X1))(I(X_1;Y),\ I(X_2;Y\mid X_1))The same with the order reversed.
D(0, I(X2;Y∣X1))(0,\ I(X_2;Y\mid X_1))Mirror of A.
Edge B–CSum rate I(X1,X2;Y)I(X_1,X_2;Y)Time-sharing between B and C.
DerivationWhy A uses one fixed input of the silent sender

I(X1;Y∣X2)=∑x2p2(x2)I(X1;Y∣X2=x2)≤max⁡x2I(X1;Y∣X2=x2)I(X_1;Y\mid X_2) = \sum_{x_2}p_2(x_2)I(X_1;Y\mid X_2 = x_2) \le \max_{x_2}I(X_1;Y\mid X_2 = x_2), because an average is at most a maximum. So the best thing a silent sender 2 can do is transmit the single symbol most helpful to sender 1.

IntuitionOnion peeling

At corner B, the receiver decodes one user, peels that codeword off, and is left with a single-user channel for the other, averaged over the symbols of the peeled codeword. “Decode some signals, treat the rest as noise, subtract, repeat” recurs throughout this chapter: broadcast decoding, strong interference, Gaussian multiple access.

Convexity and time-sharing

TheoremThe capacity region is convex

If R\mathbf R and R′\mathbf R' are achievable, so is λR+(1−λ)R′\lambda\mathbf R + (1-\lambda)\mathbf R'.

ProofUse one code for λn\lambda n symbols and the other for the rest

The combined code has 2nλR12n(1−λ)R1′2^{n\lambda R_1}2^{n(1-\lambda)R_1'} codewords for sender 1, which is rate λR1+(1−λ)R1′\lambda R_1 + (1-\lambda)R_1'. Its error probability is at most the sum of the two segments’ error probabilities.

∎

WarningConvex hull of regions ≠ region of convex-combined constraints, in general

Take C1={x,y≥0, x≤10, y≤10, x+y≤100}C_1 = \{x, y \ge 0,\ x \le 10,\ y \le 10,\ x + y \le 100\} and C2={x,y≥0, x≤20, y≤20, x+y≤20}C_2 = \{x, y \ge 0,\ x \le 20,\ y \le 20,\ x + y \le 20\}. Averaging the constraints gives x,y≤15x, y \le 15, x+y≤60x + y \le 60, which contains (15,15)(15,15). But every point of C1∪C2C_1 \cup C_2 has x+y≤20x + y \le 20, so (15,15)(15,15) is not in the convex hull. The trouble is that x+y≤100x + y \le 100 was never active.

LemmaFor multiple-access pentagons, the two operations agree

Write I1=I(X1;Y∣X2)I_1 = I(X_1;Y\mid X_2), I2=I(X2;Y∣X1)I_2 = I(X_2;Y\mid X_1), I3=I(X1,X2;Y)I_3 = I(X_1,X_2;Y) and CI={R≥0:R1≤I1, R2≤I2, R1+R2≤I3}C_{\mathbf I} = \{R \ge 0 : R_1 \le I_1,\ R_2 \le I_2,\ R_1 + R_2 \le I_3\}. Then for Iλ=λI(1)+(1−λ)I(2)\mathbf I_\lambda = \lambda\mathbf I^{(1)} + (1-\lambda)\mathbf I^{(2)},

CIλ=λCI(1)+(1−λ)CI(2)C_{\mathbf I_\lambda} = \lambda C_{\mathbf I^{(1)}} + (1-\lambda)C_{\mathbf I^{(2)}}

ProofThe sum constraint is always active, so the corners mix

Key fact: I1+I2≥I3I_1 + I_2 \ge I_3. With independent inputs, I2=H(X2)−H(X2∣Y,X1)=I(X2;Y,X1)=I(X2;Y)+I(X2;X1∣Y)≥I(X2;Y)I_2 = H(X_2) - H(X_2\mid Y, X_1) = I(X_2; Y, X_1) = I(X_2;Y) + I(X_2;X_1\mid Y) \ge I(X_2;Y), so I1+I2≥I1+I(X2;Y)=I3I_1 + I_2 \ge I_1 + I(X_2;Y) = I_3 by the chain rule.

⊇\supseteq: a mixture of points satisfying each set of constraints satisfies the mixed constraints.

⊆\subseteq: because I1+I2≥I3I_1 + I_2 \ge I_3, every CIC_{\mathbf I} is a genuine pentagon (or rectangle) with vertices (0,0)(0,0), (I1,0)(I_1, 0), (I1,I3−I1)(I_1, I_3 - I_1), (I3−I2,I2)(I_3 - I_2, I_2), (0,I2)(0, I_2). Each vertex of CIλC_{\mathbf I_\lambda} is the λ\lambda-mixture of the corresponding vertices of the two pentagons, so it lies in the mixture of the regions. Convexity covers the rest.

∎

TheoremCapacity region with a time-sharing variable

The capacity region is the closure of all (R1,R2)(R_1, R_2) with

R1<I(X1;Y∣X2,Q),R2<I(X2;Y∣X1,Q),R1+R2<I(X1,X2;Y∣Q)R_1 < I(X_1;Y\mid X_2,Q), \qquad R_2 < I(X_2;Y\mid X_1,Q), \qquad R_1 + R_2 < I(X_1,X_2;Y\mid Q)

for some p(q)p(x1∣q)p(x2∣q)p(y∣x1,x2)p(q)p(x_1\mid q)p(x_2\mid q)p(y\mid x_1,x_2) with ∣Q∣≤4|\mathcal Q| \le 4.

IntuitionQQ is a shared calendar

QQ is a public clock telling both senders which input distribution to use right now. Conditioning on QQ averages the three mutual informations, so by the lemma this is the same as taking the convex hull.

TheoremCarathéodory

Any point in the convex hull of a compact set in Rd\mathbb R^d is a convex combination of at most d+1d + 1 points of the set.

RemarkWhy ∣Q∣≤4|\mathcal Q| \le 4

The relevant vector (I1,I2,I3)(I_1, I_2, I_3) lives in R3\mathbb R^3, so 4 points suffice. Without such a bound the region would be uncomputable: we’d never know whether a larger Q\mathcal Q helped. Points on the boundary need only dd points, since they lie on a supporting hyperplane.

Converse

ProofFano, data processing, memorylessness, then a time-sharing variable

Fix a code with Pe(n)→0P_e^{(n)} \rightarrow 0. The joint distribution is

p(w1,w2,x1n,x2n,yn)=2−nR12−nR2 p(x1n∣w1) p(x2n∣w2)∏ip(yi∣x1i,x2i)p(w_1,w_2,x_1^n,x_2^n,y^n) = 2^{-nR_1}2^{-nR_2}\,p(x_1^n\mid w_1)\,p(x_2^n\mid w_2)\prod_i p(y_i\mid x_{1i},x_{2i})

Fano: H(W1,W2∣Yn)≤nϵnH(W_1, W_2 \mid Y^n) \le n\epsilon_n with ϵn→0\epsilon_n \rightarrow 0, hence also H(W1∣Yn),H(W2∣Yn)≤nϵnH(W_1\mid Y^n), H(W_2\mid Y^n) \le n\epsilon_n.

Bound on R1R_1:

nR1=H(W1)≤(a)I(W1;Yn)+nϵn≤(b)I(X1n;Yn)+nϵnnR_1 = H(W_1) \overset{(a)}{\le} I(W_1;Y^n) + n\epsilon_n \overset{(b)}{\le} I(X_1^n;Y^n) + n\epsilon_n ≤(c)H(X1n∣X2n)−H(X1n∣Yn,X2n)+nϵn=I(X1n;Yn∣X2n)+nϵn\overset{(c)}{\le} H(X_1^n\mid X_2^n) - H(X_1^n\mid Y^n,X_2^n) + n\epsilon_n = I(X_1^n;Y^n\mid X_2^n) + n\epsilon_n =H(Yn∣X2n)−∑iH(Yi∣Yi−1,X1n,X2n)+nϵn=(e)H(Yn∣X2n)−∑iH(Yi∣X1i,X2i)+nϵn= H(Y^n\mid X_2^n) - \sum_i H(Y_i\mid Y^{i-1},X_1^n,X_2^n) + n\epsilon_n \overset{(e)}{=} H(Y^n\mid X_2^n) - \sum_iH(Y_i\mid X_{1i},X_{2i}) + n\epsilon_n ≤(f,g)∑iH(Yi∣X2i)−∑iH(Yi∣X1i,X2i)+nϵn=∑iI(X1i;Yi∣X2i)+nϵn\overset{(f,g)}{\le} \sum_i H(Y_i\mid X_{2i}) - \sum_i H(Y_i\mid X_{1i},X_{2i}) + n\epsilon_n = \sum_i I(X_{1i};Y_i\mid X_{2i}) + n\epsilon_n

  • (a) Fano;
  • (b) data processing;
  • (c) independent messages give independent codewords, so H(X1n)=H(X1n∣X2n)H(X_1^n) = H(X_1^n\mid X_2^n), and conditioning can only lower the subtracted term;
  • (e) the channel is memoryless;
  • (f, g) chain rule, then drop conditioning.

The same argument gives R2≤1n∑iI(X2i;Yi∣X1i)+ϵnR_2 \le \frac1n\sum_iI(X_{2i};Y_i\mid X_{1i}) + \epsilon_n, and, starting from H(W1,W2)H(W_1,W_2), R1+R2≤1n∑iI(X1i,X2i;Yi)+ϵnR_1 + R_2 \le \frac1n\sum_iI(X_{1i},X_{2i};Y_i) + \epsilon_n.

Time-sharing variable. Let QQ be uniform on {1,…,n}\{1,\ldots,n\}, and set X1=X1QX_1 = X_{1Q}, X2=X2QX_2 = X_{2Q}, Y=YQY = Y_Q. Then 1n∑iI(X1i;Yi∣X2i)=I(X1;Y∣X2,Q)\frac1n\sum_iI(X_{1i};Y_i\mid X_{2i}) = I(X_1;Y\mid X_2,Q), and so on. Given Q=iQ = i, the inputs are independent (their messages are), so the distribution has the form p(q)p(x1∣q)p(x2∣q)p(y∣x1,x2)p(q)p(x_1\mid q)p(x_2\mid q)p(y\mid x_1,x_2). Let n→∞n \rightarrow \infty.

∎

mm users

Theoremmm-user multiple-access channel

With R(S)=∑i∈SRiR(S) = \sum_{i\in S}R_i and X(S)={Xi:i∈S}X(S) = \{X_i : i \in S\}, the capacity region is the closure of the convex hull of rate vectors satisfying

R(S)≤I(X(S);Y∣X(Sc))for all S⊆{1,…,m}R(S) \le I\big(X(S); Y \mid X(S^c)\big) \quad \text{for all } S \subseteq \{1,\ldots,m\}

for some product distribution p1(x1)⋯pm(xm)p_1(x_1)\cdots p_m(x_m). There are 2m−12^m - 1 constraints, one per subset of users who might be decoded wrongly. The region is a “beveled box” (a polymatroid).

The Gaussian multiple-access channel in detail

Yi=X1i+X2i+ZiY_i = X_{1i} + X_{2i} + Z_i, Zi∼N(0,N)Z_i \sim \mathcal N(0,N), with power constraints 1n∑ixji2(wj)≤Pj\frac1n\sum_ix_{ji}^2(w_j) \le P_j.

DerivationIndependent Gaussian inputs maximize every bound at once

I(X1;Y∣X2)=h(X1+X2+Z∣X2)−h(Z)=h(X1+Z∣X2)−h(Z)=h(X1+Z)−h(Z)≤12log⁡2πe(P1+N)−12log⁡2πeNI(X_1;Y\mid X_2) = h(X_1 + X_2 + Z\mid X_2) - h(Z) = h(X_1 + Z \mid X_2) - h(Z) = h(X_1 + Z) - h(Z) \le \tfrac12\log 2\pi e(P_1+N) - \tfrac12\log2\pi eN

using that ZZ is independent of the inputs, the inputs are independent of each other, and a Gaussian maximizes entropy for a given second moment. The same inputs, Xj∼N(0,Pj)X_j \sim \mathcal N(0,P_j) independent, achieve equality in all three bounds simultaneously.

TheoremGaussian multiple-access capacity region

R1≤C ⁣(P1N),R2≤C ⁣(P2N),R1+R2≤C ⁣(P1+P2N)R_1 \le \mathcal C\!\left(\frac{P_1}N\right), \qquad R_2 \le \mathcal C\!\left(\frac{P_2}N\right), \qquad R_1 + R_2 \le \mathcal C\!\left(\frac{P_1 + P_2}N\right)

The corners are (C(P1N), C(P2P1+N))\big(\mathcal C(\frac{P_1}{N}),\ \mathcal C(\frac{P_2}{P_1+N})\big) and (C(P1P2+N), C(P2N))\big(\mathcal C(\frac{P_1}{P_2+N}),\ \mathcal C(\frac{P_2}N)\big), reached by onion peeling.

ImportantThe sum rate equals one sender with the pooled power

R1+R2R_1 + R_2 can reach C(P1+P2N)\mathcal C\big(\frac{P_1+P_2}N\big), exactly what a single transmitter with power P1+P2P_1 + P_2 would get. Splitting the power between two independent senders costs nothing in total throughput. “Gauss’s law” for information flow: for any set SS of senders, ∑i∈SRi≤C(∑i∈SPi/N)\sum_{i\in S}R_i \le \mathcal C\big(\sum_{i\in S}P_i/N\big).

RemarkCDMA versus FDMA and TDMA

SchemeRatesOptimal?
CDMA: separate codes, joint or successive decodingThe whole regionYes. New users can join without recoding existing ones.
FDMA: bandwidths W1+W2=WW_1 + W_2 = WRj=Wjlog⁡(1+PjNWj)R_j = W_j\log\big(1 + \frac{P_j}{NW_j}\big), with NN the noise spectral densityTouches the boundary at one point only, where bandwidth is proportional to power.
Naive TDMA: alternate slots12C(P/N)\frac12\mathcal C(P/N) eachNo.
TDMA with power boost: double power in your own slots12C(2P/N)\frac12\mathcal C(2P/N) each; variable slots match FDMASame curve as FDMA.

FDMA and TDMA systems are simpler and are usually built for a fixed number of users, so slots may go empty or users may be turned away. In practice the capacity gain may not justify CDMA’s complexity.


Encoding of correlated sources (Slepian–Wolf)

The problem. Gotham and Metropolis each record their weather, and the two records are correlated. Each city compresses its own data without seeing the other’s, and headquarters wants both reconstructed. Encoding them together would cost H(X,Y)H(X,Y) bits per day; encoding them separately seems to cost H(X)+H(Y)H(X) + H(Y). Slepian and Wolf showed that separate encoders also need only H(X,Y)H(X,Y) in total.

flowchart LR
  X["X at location A"] --> E1["Encoder 1, rate R1"]
  Y["Y at location B"] --> E2["Encoder 2, rate R2"]
  E1 --> D["Joint decoder"]
  E2 --> D
  D --> O["Estimates of X and Y"]

DefinitionDistributed source code

For (Xi,Yi)(X_i, Y_i) i.i.d. ∼p(x,y)\sim p(x,y), a ((2nR1,2nR2),n)((2^{nR_1}, 2^{nR_2}), n) code is a pair of separate encoders f1:Xn→{1,…,2nR1}f_1 : \mathcal X^n \rightarrow \{1,\ldots,2^{nR_1}\} and f2:Yn→{1,…,2nR2}f_2 : \mathcal Y^n \rightarrow \{1,\ldots,2^{nR_2}\} and a joint decoder gg. Its error probability is Pe(n)=P(g(f1(Xn),f2(Yn))≠(Xn,Yn))P_e^{(n)} = P\big(g(f_1(X^n), f_2(Y^n)) \ne (X^n, Y^n)\big), and achievable rates and the rate region are defined as usual.

TheoremSlepian–Wolf

The achievable rate region is

R1≥H(X∣Y),R2≥H(Y∣X),R1+R2≥H(X,Y)R_1 \ge H(X\mid Y), \qquad R_2 \ge H(Y\mid X), \qquad R_1 + R_2 \ge H(X,Y)

ExampleGotham and Metropolis weather

Gotham is sunny with probability 12\frac12, and Metropolis has the same weather as Gotham with probability 0.890.89:

Metropolis rainMetropolis shine
Gotham rain0.4450.055
Gotham shine0.0550.445

For 100 days: raw or separately compressed, 100+100=200100 + 100 = 200 bits. With Slepian–Wolf, 100H(12)+100H(0.89)≈100+50=150100H(\frac12) + 100H(0.89) \approx 100 + 50 = 150 bits, although neither city sees the other’s data.

ExampleA three-point source

(U,V)(U,V) uniform on three of the four binary pairs, one pair impossible. The total rate needed is H(U,V)=log⁡3≈1.58H(U,V) = \log 3 \approx 1.58 bits, rather than 2.

Random binning

IntuitionHash, don’t index

The AEP code indexed the typical set, so the encoder had to know which sequences were typical. Random binning throws every sequence into one of 2nR2^{nR} bins at random, like a hash function, and sends only the bin number. The decoder looks for the unique typical sequence in that bin. The encoder needs no model; only the decoder needs to know the typical set. That asymmetry is what lets binning work when encoders are separated.

ProofBinning compresses a single source at any rate above H(X)H(X)

Let f(x)f(\mathbf x) be uniform on {1,…,2nR}\{1,\ldots,2^{nR}\}, independently for each x\mathbf x. Decode to the unique typical sequence in the bin. An error needs either an atypical source sequence, or another typical sequence in the same bin:

P(error)≤ϵ+∑xp(x)∑x′∈Aϵ(n), x′≠xP(f(x′)=f(x))≤ϵ+2n(H(X)+ϵ)2−nR≤2ϵP(\text{error}) \le \epsilon + \sum_{\mathbf x}p(\mathbf x)\sum_{\mathbf x' \in A_\epsilon^{(n)},\,\mathbf x'\ne\mathbf x}P\big(f(\mathbf x') = f(\mathbf x)\big) \le \epsilon + 2^{n(H(X)+\epsilon)}2^{-nR} \le 2\epsilon

if R>H(X)+ϵR > H(X) + \epsilon and nn is large.

∎

Achievability

ProofProduct bins isolate jointly typical pairs

Code. Bin every x\mathbf x uniformly into 2nR12^{nR_1} bins (f1f_1), and every y\mathbf y into 2nR22^{nR_2} bins (f2f_2), independently. Each encoder sends its own bin index. Given (i0,j0)(i_0, j_0), the decoder outputs the unique jointly typical (x,y)(\mathbf x, \mathbf y) with f1(x)=i0f_1(\mathbf x) = i_0 and f2(y)=j0f_2(\mathbf y) = j_0.

Error events.

  • E0E_0: (X,Y)(\mathbf X, \mathbf Y) not jointly typical.
  • E1E_1: some x′≠X\mathbf x' \ne \mathbf X in X\mathbf X‘s bin with (x′,Y)(\mathbf x', \mathbf Y) typical.
  • E2E_2: likewise for y′\mathbf y'.
  • E12E_{12}: some (x′,y′)(\mathbf x', \mathbf y'), both different, in both bins and jointly typical.

Bounds. P(E0)→0P(E_0) \rightarrow 0 by the AEP. Using the conditional typical set size,

P(E1)≤∑(x,y)p(x,y) 2−nR1∣Aϵ(X∣y)∣≤2−nR12n(H(X∣Y)+2ϵ)P(E_1) \le \sum_{(\mathbf x,\mathbf y)}p(\mathbf x,\mathbf y)\,2^{-nR_1}\big|A_\epsilon(X\mid\mathbf y)\big| \le 2^{-nR_1}2^{n(H(X\mid Y)+2\epsilon)}

which vanishes if R1>H(X∣Y)R_1 > H(X\mid Y). Similarly P(E2)→0P(E_2) \rightarrow 0 if R2>H(Y∣X)R_2 > H(Y\mid X), and P(E12)≤2−n(R1+R2)2n(H(X,Y)+ϵ)→0P(E_{12}) \le 2^{-n(R_1+R_2)}2^{n(H(X,Y)+\epsilon)} \rightarrow 0 if R1+R2>H(X,Y)R_1 + R_2 > H(X,Y). The average over bin assignments is small, so a good assignment exists.

∎

Converse

ProofFano on the pair of indices

Let I0=f1(Xn)I_0 = f_1(X^n) and J0=f2(Yn)J_0 = f_2(Y^n). By Fano, H(Xn,Yn∣I0,J0)≤nϵnH(X^n,Y^n\mid I_0,J_0) \le n\epsilon_n.

Sum rate. n(R1+R2)≥H(I0,J0)=I(Xn,Yn;I0,J0)=H(Xn,Yn)−H(Xn,Yn∣I0,J0)≥nH(X,Y)−nϵnn(R_1 + R_2) \ge H(I_0,J_0) = I(X^n,Y^n;I_0,J_0) = H(X^n,Y^n) - H(X^n,Y^n\mid I_0,J_0) \ge nH(X,Y) - n\epsilon_n. The middle equality holds because the indices are functions of the sources.

R1R_1. nR1≥H(I0)≥H(I0∣Yn)=I(Xn;I0∣Yn)=H(Xn∣Yn)−H(Xn∣I0,J0,Yn)≥nH(X∣Y)−nϵnnR_1 \ge H(I_0) \ge H(I_0\mid Y^n) = I(X^n;I_0\mid Y^n) = H(X^n\mid Y^n) - H(X^n\mid I_0,J_0,Y^n) \ge nH(X\mid Y) - n\epsilon_n. Here J0J_0 is a function of YnY^n, so conditioning on it adds nothing. R2R_2 is symmetric.

∎

flowchart LR
  A["R1 at least H of X given Y"] --- R["Slepian-Wolf region: an unbounded region with corners at H of X given Y, H of Y and at H of X, H of Y given X"]
  B["R2 at least H of Y given X"] --- R
  S["R1 plus R2 at least H of X and Y"] --- R

TheoremMany sources

For (X1i,…,Xmi)(X_{1i},\ldots,X_{mi}) i.i.d., separate encoders and a common decoder can achieve exactly the rates with

R(S)>H(X(S)∣X(Sc))for all S⊆{1,…,m}R(S) > H\big(X(S)\mid X(S^c)\big) \quad \text{for all } S \subseteq \{1,\ldots,m\}

The result extends to any jointly ergodic source, with entropy rates in place of entropies.

Interpretation: colouring the fans

IntuitionGraph colouring at the corner point

At the corner R1=H(X)R_1 = H(X), R2=H(Y∣X)R_2 = H(Y\mid X), the decoder learns XnX^n exactly. Around each typical x\mathbf x there is a fan of about 2nH(Y∣X)2^{nH(Y\mid X)} sequences y\mathbf y that are jointly typical with it. If the YY encoder knew x\mathbf x, it could send the index of y\mathbf y within that fan. It doesn’t, so it colours every y\mathbf y randomly with one of 2nR22^{nR_2} colours. If R2>H(Y∣X)R_2 > H(Y\mid X), there are exponentially more colours than members of any fan, so with high probability all colours within a fan are distinct, and the colour plus the decoder’s knowledge of the fan pins down y\mathbf y.


Duality between Slepian–Wolf coding and the multiple-access channel

Multiple-access channelSlepian–Wolf
ProblemIndependent messages through a noisy shared channelCorrelated sources through noiseless separate links
Random mapmessages → codewordssequences → bin indices
Error eventa wrong codeword is jointly typical with what was receiveda wrong typical pair shares the bins
Error boundϵ+∑2nR12−nI1+∑2nR22−nI2+∑2n(R1+R2)2−nI3\epsilon + \sum_{2^{nR_1}}2^{-nI_1} + \sum_{2^{nR_2}}2^{-nI_2} + \sum_{2^{n(R_1+R_2)}}2^{-nI_3}ϵ+∑2nH12−nR1+∑2nH22−nR2+∑2nH32−n(R1+R2)\epsilon + \sum_{2^{nH_1}}2^{-nR_1} + \sum_{2^{nH_2}}2^{-nR_2} + \sum_{2^{nH_3}}2^{-n(R_1+R_2)}
ConstraintsR≤IR \le IR≥HR \ge H

IntuitionRates and informations swap places

In the channel, the number of candidates is set by the rate and the chance each fools the decoder by a mutual information. In source coding, the number of candidates is set by an entropy and the chance each shares a bin by the rate. One might have expected the broadcast channel to be the dual of the multiple-access channel. It isn’t; Slepian–Wolf is.


The broadcast channel

One sender, several receivers: a TV station, a lecturer, a market-report telegram to many subscribers.

flowchart LR
  W["Messages W1 and W2"] --> E["Encoder: X"]
  E --> C["Channel p of y1 and y2 given x"]
  C --> Y1["Y1"] --> D1["Decoder 1: estimate of W1"]
  C --> Y2["Y2"] --> D2["Decoder 2: estimate of W2"]

ExampleMotivating broadcasts

  • TV station, same content to all: the rate is at most max⁡p(x)min⁡iI(X;Yi)\max_{p(x)}\min_iI(X;Y_i), which can be below the worst receiver’s own capacity. Better: give everyone a basic signal, and give the good receivers extra detail (high-definition layers).
  • A lecturer: a poorly prepared lecture runs at the pace of the weakest student. Ideally strong students get more and weak students still get the essentials.
  • Orthogonal channels: two independent links give the rectangle R1<C1R_1 < C_1, R2<C2R_2 < C_2.
  • A single user with an unknown channel: get the basic information through when the channel is bad and extra information when it is good, which is the same superposition idea.

ExampleA Spanish and Dutch speaker

The speaker knows 2202^{20} words in each language and says one word per second. One listener understands only Spanish, the other only Dutch. Talking only to one listener gives 20 bits/s; time-sharing gives R1+R2=20R_1 + R_2 = 20.

But each listener can tell which language is being spoken, even without understanding it. Speaking half the time in each language, the pattern of languages over 100 words is one of about (10050)≈2100\binom{100}{50} \approx 2^{100} orderings, which is about 1 bit/s of information that both listeners receive. Total: 10 + 10 + 1 = 21 bits/s, beating time-sharing. This is superposition.

DefinitionBroadcast channel and its codes

An input alphabet X\mathcal X, outputs Y1,Y2\mathcal Y_1, \mathcal Y_2, and a transition function p(y1,y2∣x)p(y_1,y_2\mid x), memoryless if it factors over time. A ((2nR1,2nR2),n)((2^{nR_1}, 2^{nR_2}), n) code with independent messages has an encoder X:{1..2nR1}×{1..2nR2}→XnX : \{1..2^{nR_1}\}\times\{1..2^{nR_2}\} \rightarrow \mathcal X^n and decoders gj:Yjn→{1..2nRj}g_j : \mathcal Y_j^n \rightarrow \{1..2^{nR_j}\}. Its error probability is Pe(n)=P(g1(Y1n)≠W1 or g2(Y2n)≠W2)P_e^{(n)} = P\big(g_1(Y_1^n)\ne W_1 \text{ or } g_2(Y_2^n)\ne W_2\big) with uniform messages. With a common message of rate R0R_0, each decoder must recover (W0,Wj)(W_0, W_j).

TheoremOnly the marginals matter

The capacity region depends only on p(y1∣x)p(y_1\mid x) and p(y2∣x)p(y_2\mid x), not on how the two outputs are correlated. Receiver jj‘s error depends only on (Xn,Yjn)(X^n, Y_j^n). (Proof left to the book’s problems.)

Degraded broadcast channels

DefinitionDegradedness

  • Physically degraded: p(y1,y2∣x)=p(y1∣x) p(y2∣y1)p(y_1,y_2\mid x) = p(y_1\mid x)\,p(y_2\mid y_1), i.e. X→Y1→Y2X \rightarrow Y_1 \rightarrow Y_2. The bad receiver hears a noisy copy of what the good receiver hears.
  • Stochastically degraded: same marginals as some physically degraded channel, i.e. p(y2∣x)=∑y1p(y1∣x)p′(y2∣y1)p(y_2\mid x) = \sum_{y_1}p(y_1\mid x)p'(y_2\mid y_1) for some p′p'.

Only marginals matter, so the two have the same capacity region, and we may assume physical degradedness.

TheoremCapacity of the degraded broadcast channel

For X→Y1→Y2X \rightarrow Y_1 \rightarrow Y_2, the capacity region is the closure of the convex hull of all (R1,R2)(R_1, R_2) with

R2≤I(U;Y2),R1≤I(X;Y1∣U)R_2 \le I(U;Y_2), \qquad R_1 \le I(X;Y_1\mid U)

for some p(u)p(x∣u)p(y1,y2∣x)p(u)p(x\mid u)p(y_1,y_2\mid x), with ∣U∣≤min⁡{∣X∣,∣Y1∣,∣Y2∣}|\mathcal U| \le \min\{|\mathcal X|, |\mathcal Y_1|, |\mathcal Y_2|\}.

IntuitionClouds and satellites

The auxiliary UU is a cloud centre. Each of the 2nR22^{nR_2} clouds (message W2W_2) is surrounded by 2nR12^{nR_1} satellite codewords (message W1W_1). The bad receiver can only make out which cloud; the good receiver resolves the cloud and the satellite within it.

ProofSuperposition coding and its error analysis

Fix p(u)p(x∣u)p(u)p(x\mid u).

Codebook. Draw 2nR22^{nR_2} cloud centres U(w2)\mathbf U(w_2) i.i.d. ∼∏p(ui)\sim\prod p(u_i). For each, draw 2nR12^{nR_1} satellites X(w1,w2)∼∏p(xi∣ui(w2))\mathbf X(w_1,w_2) \sim \prod p(x_i\mid u_i(w_2)). Send X(W1,W2)\mathbf X(W_1, W_2).

Receiver 2 decodes the unique w^2\hat w_2 with (U(w^2),Y2)(\mathbf U(\hat w_2), \mathbf Y_2) jointly typical. Assume (1,1)(1,1) was sent. A wrong cloud centre is independent of Y2\mathbf Y_2, so

Pe(n)(2)≤ϵ+2nR22−n(I(U;Y2)−2ϵ)P_e^{(n)}(2) \le \epsilon + 2^{nR_2}2^{-n(I(U;Y_2)-2\epsilon)}

which vanishes if R2<I(U;Y2)R_2 < I(U;Y_2).

Receiver 1 decodes the unique (w^1,w^2)(\hat w_1, \hat w_2) with (U(w^2),X(w^1,w^2),Y1)(\mathbf U(\hat w_2), \mathbf X(\hat w_1,\hat w_2), \mathbf Y_1) jointly typical. Errors:

  • Wrong cloud: probability ≤2nR22−n(I(U;Y1)−3ϵ)\le 2^{nR_2}2^{-n(I(U;Y_1)-3\epsilon)}. By data processing along U→Y1→Y2U \rightarrow Y_1 \rightarrow Y_2, I(U;Y1)≥I(U;Y2)>R2I(U;Y_1) \ge I(U;Y_2) > R_2, so this vanishes automatically.
  • Right cloud, wrong satellite: a wrong satellite shares the true U(1)\mathbf U(1) but is otherwise conditionally independent of Y1\mathbf Y_1, so by the conditional-independence typicality theorem P≤2−n(I(X;Y1∣U)−4ϵ)P \le 2^{-n(I(X;Y_1\mid U)-4\epsilon)}. With 2nR12^{nR_1} of them, this vanishes if R1<I(X;Y1∣U)R_1 < I(X;Y_1\mid U).

The converse (Gallager) is outlined in the book’s Problem 15.11.

∎

TheoremAdding a common message

  • Any broadcast channel: if (R1,R2)(R_1, R_2) is achievable, then so is (R0,R1−R0,R2−R0)(R_0, R_1 - R_0, R_2 - R_0) for R0≤min⁡(R1,R2)R_0 \le \min(R_1,R_2). Carve the common message out of both private ones.
  • Degraded: (R0,R1,R2−R0)(R_0, R_1, R_2 - R_0) is achievable for R0<R2R_0 < R_2. The good receiver decodes the bad receiver’s message anyway, so the common message rides on W2W_2 for free.

ExampleBinary symmetric broadcast channel

Two BSCs with crossover probabilities p1<p2<12p_1 < p_2 < \frac12.

Make it degraded. A BSC(p2p_2) is a BSC(p1p_1) followed by a BSC(α\alpha) with p1(1−α)+(1−p1)α=p2p_1(1-\alpha) + (1-p_1)\alpha = p_2, i.e. α=p2−p11−2p1\alpha = \frac{p_2 - p_1}{1 - 2p_1}.

Auxiliary. By symmetry, take UU uniform on {0,1}\{0,1\}, connected to XX by a BSC(β\beta). With the binary convolution a∗b=a(1−b)+(1−a)ba * b = a(1-b) + (1-a)b,

R2=I(U;Y2)=1−H(β∗p2),R1=I(X;Y1∣U)=H(β∗p1)−H(p1)R_2 = I(U;Y_2) = 1 - H(\beta * p_2), \qquad R_1 = I(X;Y_1\mid U) = H(\beta * p_1) - H(p_1)

Sweep β\beta.

  • β=0\beta = 0: U=XU = X and everything is cloud: (R1,R2)=(0, 1−H(p2))(R_1,R_2) = (0,\ 1 - H(p_2)).
  • β=12\beta = \frac12: the cloud carries nothing: (1−H(p1), 0)(1 - H(p_1),\ 0).

In between, the boundary curve lies strictly above the time-sharing line.

ExampleGaussian broadcast channel, degraded form

Y1=X+Z1Y_1 = X + Z_1, Y2=Y1+Z2′Y_2 = Y_1 + Z_2', with Z1∼N(0,N1)Z_1 \sim \mathcal N(0,N_1) and Z2′∼N(0,N2−N1)Z_2' \sim \mathcal N(0,N_2 - N_1). Every scalar Gaussian broadcast channel is equivalent to this degraded form. Its region is the one given in the preview: R1<C(αP/N1)R_1 < \mathcal C(\alpha P/N_1), R2<C((1−α)P/(αP+N2))R_2 < \mathcal C\big((1-\alpha)P/(\alpha P + N_2)\big).


The relay channel

flowchart LR
  X["Sender X"] --> C["Channel p of y and y1 given x and x1"]
  C --> Y1["Relay hears Y1"]
  Y1 --> R["Relay sends X1, using only past Y1"]
  R --> C
  C --> Y["Receiver Y"]

DefinitionRelay channel and its codes

Alphabets X,X1,Y,Y1\mathcal X, \mathcal X_1, \mathcal Y, \mathcal Y_1 and p(y,y1∣x,x1)p(y, y_1\mid x, x_1): xx is the sender’s input, x1x_1 the relay’s, y1y_1 what the relay hears, and yy what the destination hears. A (2nR,n)(2^{nR}, n) code has an encoder X:{1..2nR}→XnX : \{1..2^{nR}\}\rightarrow\mathcal X^n, causal relay functions x1i=fi(y11,…,y1,i−1)x_{1i} = f_i(y_{11},\ldots,y_{1,i-1}), and a decoder g:Yn→{1..2nR}g : \mathcal Y^n \rightarrow \{1..2^{nR}\}. The capacity is the supremum of achievable rates.

IntuitionTwo cuts

The relay channel is a broadcast channel (from XX to YY and Y1Y_1) glued to a multiple-access channel (from XX and X1X_1 to YY). Information must cross two cuts:

CutSeparatesBound
Around the destination{X,X1}\{X, X_1\} from YYI(X,X1;Y)I(X, X_1; Y)
Around the senderXX from {Y,Y1}\{Y, Y_1\}, given the relay’s inputI(X;Y,Y1∣X1)I(X; Y, Y_1\mid X_1)

TheoremCut-set upper bound for the relay channel

C≤sup⁡p(x,x1)min⁡{I(X,X1;Y), I(X;Y,Y1∣X1)}C \le \sup_{p(x,x_1)}\min\big\{I(X,X_1;Y),\ I(X;Y,Y_1\mid X_1)\big\}

This is a special case of the general cut-set theorem (General multiterminal networks).

DefinitionPhysically degraded relay channel

p(y,y1∣x,x1)=p(y1∣x,x1) p(y∣y1,x1)p(y,y_1\mid x,x_1) = p(y_1\mid x,x_1)\,p(y\mid y_1,x_1): the destination hears a degraded version of what the relay hears.

TheoremCapacity of the degraded relay channel

C=sup⁡p(x,x1)min⁡{I(X,X1;Y), I(X;Y1∣X1)}C = \sup_{p(x,x_1)}\min\big\{I(X,X_1;Y),\ I(X;Y_1\mid X_1)\big\}

The max-flow min-cut bound is achieved.

ProofConverse, and an outline of block-Markov achievability

Converse. The cut-set bound, plus degradedness: I(X;Y,Y1∣X1)=I(X;Y1∣X1)I(X;Y,Y_1\mid X_1) = I(X;Y_1\mid X_1), since YY adds nothing once Y1Y_1 is known.

Achievability ingredients: random coding, list codes, Slepian–Wolf partitioning, cooperative multiple-access coding, superposition, and block-Markov encoding.

Codebook. Fix p(x1)p(x∣x1)p(x_1)p(x\mid x_1). Draw 2nR02^{nR_0} relay codewords x1(s)\mathbf x_1(s). For each ss, draw 2nR2^{nR} sender codewords x(w∣s)\mathbf x(w\mid s). Randomly partition the messages {1..2nR}\{1..2^{nR}\} into 2nR02^{nR_0} cells SsS_s.

Blocks. Send B−1B - 1 messages over BB blocks; the rate is RB−1B→RR\frac{B-1}B \rightarrow R. In block ii the sender sends x(wi∣si)\mathbf x(w_i\mid s_i), where sis_i is the cell of the previous message wi−1w_{i-1}. The relay, which decoded wi−1w_{i-1}, sends x1(si)\mathbf x_1(s_i), the same cell index. So sender and relay cooperate on sis_i.

Decoding at the end of block ii:

  1. The relay decodes wiw_i from y1(i)\mathbf y_1(i), knowing sis_i. This works if R<I(X;Y1∣X1)R < I(X;Y_1\mid X_1).
  2. The destination decodes the cell sis_i from y(i)\mathbf y(i). This works if R0<I(X1;Y)R_0 < I(X_1;Y).
  3. The destination intersects cell SsiS_{s_i} with its list of messages consistent with y(i−1)\mathbf y(i-1), and recovers wi−1w_{i-1} if R<I(X;Y∣X1)+R0R < I(X;Y\mid X_1) + R_0.

Eliminating R0R_0 from steps 2 and 3: R<I(X;Y∣X1)+I(X1;Y)=I(X,X1;Y)R < I(X;Y\mid X_1) + I(X_1;Y) = I(X,X_1;Y). Together with step 1, that is the theorem. (Full error analysis: Cover and El Gamal.)

∎

RemarkOther solved relay channels

The same formula is also the capacity of:

  • reversely degraded relay channels, p(y,y1∣x,x1)=p(y∣x,x1)p(y1∣y,x1)p(y,y_1\mid x,x_1) = p(y\mid x,x_1)p(y_1\mid y,x_1);
  • relay channels with feedback;
  • deterministic relay channels, y1=f(x,x1)y_1 = f(x,x_1), y=g(x,x1)y = g(x,x_1).

Source coding with side information

The problem. XX and YY are encoded separately, but only XX must be recovered. YY is a helper. If the helper may send R2R_2 bits about YY, how many bits R1R_1 does XX need?

flowchart LR
  X["X"] --> E1["Encoder, rate R1"]
  Y["Y, the helper"] --> E2["Encoder, rate R2"]
  E1 --> D["Decoder"]
  E2 --> D
  D --> O["Estimate of X only"]

IntuitionThe two extremes and everything between

  • R2≥H(Y)R_2 \ge H(Y): YY arrives perfectly, so by Slepian–Wolf R1=H(X∣Y)R_1 = H(X\mid Y).
  • R2=0R_2 = 0: no help, so R1=H(X)R_1 = H(X).
  • In between, the helper describes a coarse version UU of YY with I(Y;U)I(Y;U) bits, and XX is then described with H(X∣U)H(X\mid U) bits.

TheoremSource coding with coded side information

XX can be recovered with vanishing error probability iff

R1≥H(X∣U),R2≥I(Y;U)R_1 \ge H(X\mid U), \qquad R_2 \ge I(Y;U)

for some p(x,y)p(u∣y)p(x,y)p(u\mid y) with ∣U∣≤∣Y∣+2|\mathcal U| \le |\mathcal Y| + 2. The factorization makes X→Y→UX \rightarrow Y \rightarrow U a Markov chain: the helper’s message depends on XX only through YY.

ProofConverse: build UU from the helper’s message and the past

Let S=fn(Xn)S = f_n(X^n), T=gn(Yn)T = g_n(Y^n). By Fano, H(Xn∣S,T)≤nϵnH(X^n\mid S,T) \le n\epsilon_n.

R2R_2. nR2≥H(T)≥I(Yn;T)=∑iI(Yi;T∣Yi−1)=∑iI(Yi;T,Yi−1)=∑iI(Yi;Ui)nR_2 \ge H(T) \ge I(Y^n;T) = \sum_iI(Y_i;T\mid Y^{i-1}) = \sum_iI(Y_i;T,Y^{i-1}) = \sum_iI(Y_i;U_i), with Ui=(T,Yi−1)U_i = (T, Y^{i-1}). The middle step uses that YiY_i is independent of Yi−1Y^{i-1}.

R1R_1.

nR1≥H(S)≥H(S∣T)≥H(Xn,S∣T)−nϵn=H(Xn∣T)−nϵn=∑iH(Xi∣T,Xi−1)−nϵnnR_1 \ge H(S) \ge H(S\mid T) \ge H(X^n,S\mid T) - n\epsilon_n = H(X^n\mid T) - n\epsilon_n = \sum_iH(X_i\mid T,X^{i-1}) - n\epsilon_n ≥∑iH(Xi∣T,Xi−1,Yi−1)−nϵn=∑iH(Xi∣T,Yi−1)−nϵn=∑iH(Xi∣Ui)−nϵn\ge \sum_iH(X_i\mid T,X^{i-1},Y^{i-1}) - n\epsilon_n = \sum_iH(X_i\mid T,Y^{i-1}) - n\epsilon_n = \sum_iH(X_i\mid U_i) - n\epsilon_n

The second-to-last equality is the subtle step: Xi→(T,Yi−1)→Xi−1X_i \rightarrow (T, Y^{i-1}) \rightarrow X^{i-1}, because once the past YY‘s and the helper’s message are known, the past XX‘s say nothing more about XiX_i.

Markov structure. Xi→Yi→UiX_i \rightarrow Y_i \rightarrow U_i, since XiX_i knows nothing about UiU_i that isn’t already in YiY_i.

Time-sharing. With QQ uniform on {1..n}\{1..n\} and independent of the source, I(YQ;UQ∣Q)=I(YQ;UQ,Q)I(Y_Q;U_Q\mid Q) = I(Y_Q;U_Q,Q), so U=(UQ,Q)U = (U_Q, Q) satisfies the theorem.

∎

DefinitionStrong typicality

(x,y,z)(\mathbf x, \mathbf y, \mathbf z) is ϵ\epsilon-strongly typical if every symbol triple’s empirical frequency is within ϵ∣X∣∣Y∣∣Z∣\frac{\epsilon}{|\mathcal X||\mathcal Y||\mathcal Z|} of its probability:

∣1nN(a,b,c∣x,y,z)−p(a,b,c)∣<ϵ∣X∣∣Y∣∣Z∣\left|\frac1nN(a,b,c\mid\mathbf x,\mathbf y,\mathbf z) - p(a,b,c)\right| < \frac{\epsilon}{|\mathcal X||\mathcal Y||\mathcal Z|}

Joint strong typicality of the triple implies typicality of each pair, but pairwise typicality does not imply typicality of the triple in general.

LemmaMarkov lemma

If X→Y→ZX \rightarrow Y \rightarrow Z, (y,z)(\mathbf y, \mathbf z) is strongly typical, and X∼∏ip(xi∣yi)\mathbf X \sim \prod_ip(x_i\mid y_i), then (X,y,z)(\mathbf X, \mathbf y, \mathbf z) is strongly typical with probability >1−ϵ> 1 - \epsilon for large nn. Markovity is what lets X\mathbf X be drawn given y\mathbf y alone.

ProofAchievability: a quantizing helper plus a binned source

Fix p(u∣y)p(u\mid y) and compute p(u)p(u).

Codebooks. The helper has 2nR22^{nR_2} codewords U(s)\mathbf U(s) drawn i.i.d. ∼∏p(ui)\sim\prod p(u_i). All XX sequences are randomly binned into 2nR12^{nR_1} bins.

Encoding. XX sends its bin index. The helper sends an ss with (Y,U(s))(\mathbf Y, \mathbf U(s)) strongly typical.

Decoding. Output the unique x\mathbf x in the bin with (x,U(s))(\mathbf x, \mathbf U(s)) strongly typical.

Errors:

  1. The source pair is atypical: small.
  2. No helper codeword matches Y\mathbf Y: small if R2>I(Y;U)R_2 > I(Y;U), by the covering argument from rate distortion.
  3. U(s)\mathbf U(s) matches Y\mathbf Y but not X\mathbf X: small, by the Markov lemma.
  4. Another typical x′\mathbf x' in the same bin matches U(s)\mathbf U(s): probability ≤2n(H(X)+ϵ)2−nR12−n(I(X;U)−3ϵ)\le 2^{n(H(X)+\epsilon)}2^{-nR_1}2^{-n(I(X;U)-3\epsilon)}, which vanishes if R1>H(X∣U)R_1 > H(X\mid U).

∎


Rate distortion with side information (Wyner–Ziv)

The problem. Describe XX to within distortion DD, when the decoder (but not the encoder) has correlated side information YY.

flowchart LR
  X["X"] --> E["Encoder, rate R"]
  E --> D["Decoder"]
  Y["Y, at the decoder only"] --> D
  D --> O["Reconstruction with expected distortion at most D"]

DefinitionRate distortion function with side information

RY(D)R_Y(D) is the infimum of rates RR for which there are maps in:Xn→{1..2nR}i_n : \mathcal X^n \rightarrow \{1..2^{nR}\} and gn:Yn×{1..2nR}→X^ng_n : \mathcal Y^n\times\{1..2^{nR}\} \rightarrow \hat{\mathcal X}^n with

lim sup⁡n→∞Ed(Xn,gn(Yn,in(Xn)))≤D\limsup_{n\rightarrow\infty}\mathbb Ed\big(X^n, g_n(Y^n, i_n(X^n))\big) \le D

Since side information can only help, RY(D)≤R(D)R_Y(D) \le R(D). At zero distortion this is Slepian–Wolf, so RY(0)=H(X∣Y)R_Y(0) = H(X\mid Y).

TheoremWyner–Ziv

RY(D)=min⁡p(w∣x) min⁡f (I(X;W)−I(Y;W))R_Y(D) = \min_{p(w\mid x)}\ \min_f\ \big(I(X;W) - I(Y;W)\big)

over conditional distributions p(w∣x)p(w\mid x) with ∣W∣≤∣X∣+1|\mathcal W| \le |\mathcal X| + 1 and decoding functions f:Y×W→X^f : \mathcal Y \times \mathcal W \rightarrow \hat{\mathcal X} satisfying

∑x,w,yp(x,y) p(w∣x) d(x,f(y,w))≤D\sum_{x,w,y}p(x,y)\,p(w\mid x)\,d\big(x, f(y,w)\big) \le D

IntuitionPay for WW, get a discount for what YY already knows

The encoder would like to send a description WW of XX, which costs I(X;W)I(X;W). But the decoder already holds YY, which knows I(Y;W)I(Y;W) bits about WW. Binning lets the encoder skip those bits. Since W→X→YW \rightarrow X \rightarrow Y, the difference equals I(X;W∣Y)I(X;W\mid Y). That identity follows from the Markov chain; the book doesn’t state it.

LemmaRY(D)R_Y(D) is nonincreasing and convex

Monotone: a larger DD enlarges the feasible set. Convex: time-share. Let QQ be 1 with probability λ\lambda, else 2, independent of everything. Set W=(Q,WQ)W = (Q, W_Q) and f(W,Y)=fQ(WQ,Y)f(W,Y) = f_Q(W_Q, Y). The distortion is λD1+(1−λ)D2\lambda D_1 + (1-\lambda)D_2, and I(X;W)−I(Y;W)=λ[I(X;W1)−I(Y;W1)]+(1−λ)[I(X;W2)−I(Y;W2)]I(X;W) - I(Y;W) = \lambda[I(X;W_1) - I(Y;W_1)] + (1-\lambda)[I(X;W_2) - I(Y;W_2)], because H(X∣W)=λH(X∣W1)+(1−λ)H(X∣W2)H(X\mid W) = \lambda H(X\mid W_1) + (1-\lambda)H(X\mid W_2) and the same for YY.

ProofConverse: an auxiliary WiW_i from the index and the other YY‘s

Let T=fn(Xn)T = f_n(X^n) and Wi=(T,Yi−1,Yi+1n)W_i = (T, Y^{i-1}, Y_{i+1}^n).

nR≥H(T)≥H(T∣Yn)≥I(Xn;T∣Yn)=∑i[H(Xi∣Yn,Xi−1)−H(Xi∣T,Yn,Xi−1)]nR \ge H(T) \ge H(T\mid Y^n) \ge I(X^n;T\mid Y^n) = \sum_i\big[H(X_i\mid Y^n,X^{i-1}) - H(X_i\mid T,Y^n,X^{i-1})\big] ≥∑i[H(Xi∣Yi)−H(Xi∣Wi,Yi)]=∑iI(Xi;Wi∣Yi)=∑i[I(Wi;Xi)−I(Wi;Yi)]\ge \sum_i\big[H(X_i\mid Y_i) - H(X_i\mid W_i, Y_i)\big] = \sum_iI(X_i;W_i\mid Y_i) = \sum_i\big[I(W_i;X_i) - I(W_i;Y_i)\big]

  • H(Xi∣Yn,Xi−1)=H(Xi∣Yi)H(X_i\mid Y^n, X^{i-1}) = H(X_i\mid Y_i), since the source is i.i.d.;
  • dropping Xi−1X^{i-1} from the subtracted term can only increase it;
  • the last equality uses Wi→Xi→YiW_i \rightarrow X_i \rightarrow Y_i, so H(Wi∣Xi,Yi)=H(Wi∣Xi)H(W_i\mid X_i, Y_i) = H(W_i\mid X_i).

The decoder’s ii-th output is gni(T,Yn)=gni(Wi,Yi)g_{ni}(T, Y^n) = g_{ni}(W_i, Y_i), so each term is at least RY(Di)R_Y(D_i) with Di=Ed(Xi,X^i)D_i = \mathbb Ed(X_i,\hat X_i). By Jensen and convexity,

nR≥∑iRY(Di)≥nRY(1n∑iDi)≥nRY(D)nR \ge \sum_iR_Y(D_i) \ge nR_Y\Big(\frac1n\sum_iD_i\Big) \ge nR_Y(D)

∎

ProofAchievability: rate distortion codebook, then bin it

Fix p(w∣x)p(w\mid x) and ff.

Codebook. 2nR12^{nR_1} codewords W(s)∼∏p(wi)\mathbf W(s) \sim\prod p(w_i), with R1=I(X;W)+ϵR_1 = I(X;W) + \epsilon, randomly assigned to 2nR22^{nR_2} bins with R2=I(X;W)−I(Y;W)+5ϵR_2 = I(X;W) - I(Y;W) + 5\epsilon. Each bin holds about 2n(R1−R2)2^{n(R_1-R_2)} codewords.

Encoding. Find ss with (X,W(s))(\mathbf X, \mathbf W(s)) strongly typical (choosing the lowest such ss, or s=1s = 1 if none). Send its bin.

Decoding. Find the unique ss in the bin with (W(s),Y)(\mathbf W(s), \mathbf Y) strongly typical, and output X^i=f(Wi,Yi)\hat X_i = f(W_i, Y_i).

Errors:

  1. The source pair is atypical: small.
  2. No covering codeword exists: small, since R1>I(W;X)R_1 > I(W;X).
  3. The codeword matches X\mathbf X but not Y\mathbf Y: small, by the Markov lemma.
  4. A wrong codeword in the bin matches Y\mathbf Y: probability ≤2n(R1−R2)2−n(I(W;Y)−3ϵ)→0\le 2^{n(R_1-R_2)}2^{-n(I(W;Y)-3\epsilon)} \rightarrow 0.
  5. If ss is correct, (X,Y,W)(\mathbf X, \mathbf Y, \mathbf W) is jointly typical, so the empirical distortion is close to DD.

∎

WarningStill open: rate distortion for correlated sources

Encode XX and YY separately, and reconstruct both within distortions. Slepian–Wolf, coded side information and Wyner–Ziv are all special cases of this problem, but its general rate distortion region is unknown.


General multiterminal networks

Setup. mm nodes. Node ii transmits X(i)X^{(i)} and receives Y(i)Y^{(i)} (here superscripts index nodes and subscripts index time). Node ii sends an independent uniform message W(ij)W^{(ij)} at rate R(ij)R^{(ij)} to node jj. The channel p(y(1),…,y(m)∣x(1),…,x(m))p(y^{(1)},\ldots,y^{(m)}\mid x^{(1)},\ldots,x^{(m)}) is memoryless.

DefinitionNetwork codes

  • Encoders: Xk(i)X_k^{(i)} depends on node ii‘s messages W(i1),…,W(im)W^{(i1)},\ldots,W^{(im)} and on its past received symbols Y1(i),…,Yk−1(i)Y_1^{(i)},\ldots,Y_{k-1}^{(i)}, so feedback and relaying are allowed.
  • Decoders: node jj estimates W(ij)W^{(ij)} from its whole received block and its own messages.

Rates are achievable if every Pe(n)(ij)→0P_e^{(n)(ij)} \rightarrow 0.

flowchart LR
  subgraph S["Nodes in S"]
    A["X and Y at node 1"]
    B["X and Y at node 2"]
  end
  subgraph Sc["Nodes in the complement of S"]
    C["X and Y at node m"]
  end
  S -->|"rate across the cut"| Sc

TheoremCut-set bound

If the rates {R(ij)}\{R^{(ij)}\} are achievable, there is a joint distribution p(x(1),…,x(m))p(x^{(1)},\ldots,x^{(m)}) such that, for every cut SS,

∑i∈S, j∈ScR(ij)≤I(X(S);Y(Sc) ∣ X(Sc))\sum_{i\in S,\,j\in S^c}R^{(ij)} \le I\big(X^{(S)}; Y^{(S^c)} \,\big|\, X^{(S^c)}\big)

IntuitionMax-flow min-cut for information

The information flowing across any boundary is at most the mutual information between the inputs on one side and the outputs on the other, given the inputs on the far side. Those inputs are known to the far side and can be subtracted out.

ProofFano across the cut, then a time-sharing variable

Let TT be the set of links crossing from SS to ScS^c and TcT^c the rest.

n∑i∈S,j∈ScR(ij)=(a,b)H(W(T))=(c)H(W(T)∣W(Tc))=I(W(T);Y1(Sc),…,Yn(Sc)∣W(Tc))+H(W(T)∣Y(Sc),W(Tc))n\sum_{i\in S, j\in S^c}R^{(ij)} \overset{(a,b)}{=} H(W^{(T)}) \overset{(c)}{=} H(W^{(T)}\mid W^{(T^c)}) = I\big(W^{(T)};Y_1^{(S^c)},\ldots,Y_n^{(S^c)}\mid W^{(T^c)}\big) + H\big(W^{(T)}\mid Y^{(S^c)}, W^{(T^c)}\big) ≤(d)∑k=1nI(W(T);Yk(Sc)∣Y1(Sc),…,Yk−1(Sc),W(Tc))+nϵn\overset{(d)}{\le} \sum_{k=1}^nI\big(W^{(T)};Y_k^{(S^c)}\mid Y_1^{(S^c)},\ldots,Y_{k-1}^{(S^c)},W^{(T^c)}\big) + n\epsilon_n ≤(g)∑k[H(Yk(Sc)∣past(Sc),W(Tc),Xk(Sc))−H(Yk(Sc)∣past(Sc),W(T),W(Tc),Xk(S),Xk(Sc))]+nϵn\overset{(g)}{\le} \sum_k\Big[H\big(Y_k^{(S^c)}\mid \text{past}^{(S^c)},W^{(T^c)},X_k^{(S^c)}\big) - H\big(Y_k^{(S^c)}\mid\text{past}^{(S^c)},W^{(T)},W^{(T^c)},X_k^{(S)},X_k^{(S^c)}\big)\Big] + n\epsilon_n ≤(h)∑k[H(Yk(Sc)∣Xk(Sc))−H(Yk(Sc)∣Xk(S),Xk(Sc))]+nϵn=∑kI(Xk(S);Yk(Sc)∣Xk(Sc))+nϵn\overset{(h)}{\le} \sum_k\Big[H\big(Y_k^{(S^c)}\mid X_k^{(S^c)}\big) - H\big(Y_k^{(S^c)}\mid X_k^{(S)},X_k^{(S^c)}\big)\Big] + n\epsilon_n = \sum_kI\big(X_k^{(S)};Y_k^{(S^c)}\mid X_k^{(S^c)}\big) + n\epsilon_n

  • (a, b, c) Messages are uniform and independent.
  • (d) Fano: the ScS^c nodes decode W(T)W^{(T)} from what they receive and their own messages. Then the chain rule.
  • (g) Xk(Sc)X_k^{(S^c)} is a function of the ScS^c nodes’ past receptions and messages, so adding it to the first term changes nothing. Adding W(T),Xk(S)W^{(T)}, X_k^{(S)} to the second term can only lower it.
  • (h) In the first term, drop conditioning (which can only raise it). In the second, memorylessness: YkY_k depends only on the current inputs.

Time-sharing. Let QQ be uniform on {1..n}\{1..n\}. The sum becomes nI(XQ(S);YQ(Sc)∣XQ(Sc),Q)nI(X_Q^{(S)};Y_Q^{(S^c)}\mid X_Q^{(S^c)},Q). Removing QQ from the first entropy can only raise it, and YQY_Q depends on QQ only through the inputs, so the bound is at most nI(X(S);Y(Sc)∣X(Sc))nI(X^{(S)};Y^{(S^c)}\mid X^{(S^c)}).

∎

ExampleThe bound applied

  • Multiple-access channel: the cuts give R1≤I(X1;Y∣X2)R_1 \le I(X_1;Y\mid X_2), R2≤I(X2;Y∣X1)R_2 \le I(X_2;Y\mid X_1), R1+R2≤I(X1,X2;Y)R_1 + R_2 \le I(X_1,X_2;Y), but for an arbitrary p(x1,x2)p(x_1,x_2). Capacity needs a product distribution (the senders can’t coordinate), so the bound is loose there.
  • Relay channel: the two cuts give C≤sup⁡min⁡{I(X,X1;Y), I(X;Y,Y1∣X1)}C \le \sup\min\{I(X,X_1;Y),\ I(X;Y,Y_1\mid X_1)\}, which is tight for degraded relay channels and relay channels with feedback.

WarningThe bound is not achievable in general

If the cut-set bounds were always achievable, network information flow would be solved, just as Ford–Fulkerson solves water flow. They are not achievable even for some simple channels.

Two single-user facts that fail in networks

WarningSource–channel separation fails

For one user, a source is transmissible iff its entropy rate is below capacity, so compression and channel coding can be designed separately. For networks one would expect: “transmissible iff the Slepian–Wolf region meets the multiple-access capacity region”, i.e.

H(U∣V)≤I(X1;Y∣X2,Q),H(V∣U)≤I(X2;Y∣X1,Q),H(U,V)≤I(X1,X2;Y∣Q)H(U\mid V) \le I(X_1;Y\mid X_2,Q), \quad H(V\mid U) \le I(X_2;Y\mid X_1,Q), \quad H(U,V) \le I(X_1,X_2;Y\mid Q)

This is sufficient but not necessary. Counterexample: the three-point source (with the impossible pair being (U,V)=(1,0)(U,V) = (1,0)) over the binary erasure multiple-access channel. H(U,V)=log⁡3≈1.58>32H(U,V) = \log 3 \approx 1.58 > \frac32, the channel’s maximum sum rate, so the regions don’t meet. Yet sending uncoded, X1=UX_1 = U and X2=VX_2 = V, works perfectly: Y=U+VY = U + V takes values 0, 1, 2 for the three possible pairs (0,0),(0,1),(1,1)(0,0), (0,1), (1,1).

Why: the multiple-access channel’s capacity grows with correlated inputs, while Slepian–Wolf coding removes the correlation. Good network codes should preserve useful correlation (Cover–El Gamal–Salehi for multiple-access channels, Han–Costa for broadcast channels).

WarningFeedback can enlarge capacity regions

Feedback doesn’t increase the capacity of a single-user discrete memoryless channel. It does enlarge multiuser capacity regions, even for memoryless channels. Gaarder and Wolf showed this for the binary erasure multiple-access channel. The feedback acts as a side channel between the senders: they decode each other first, then cooperate to resolve the receiver’s remaining uncertainty at the higher cooperative rate. Cover–Leung gave an achievable region, Willems proved it is the capacity for a class including the binary erasure multiple-access channel, and Ozarow solved the two-user Gaussian case.

ImportantNo unified theory yet

There is still no general theory of network information flow. Even if one is found, it may be too complex to implement, but it would tell designers how far they are from optimal.


Quick reference

ObjectStatementReads as
Gaussian capacityC(x)=12log⁡(1+x)\mathcal C(x) = \frac12\log(1+x)Bits per use at SNR xx.
Gaussian multiple access∑SRi<C(∑SPi/N)\sum_SR_i < \mathcal C\big(\sum_SP_i/N\big)Pooled power, unbounded total rate.
Gaussian broadcastC(αPN1)\mathcal C(\frac{\alpha P}{N_1}), C((1−α)PαP+N2)\mathcal C\big(\frac{(1-\alpha)P}{\alpha P+N_2}\big)Superposition and successive cancellation.
Gaussian relaymax⁡αmin⁡{C(P+P1+2αˉPP1N1+N2), C(αPN1)}\max_\alpha\min\big\{\mathcal C\big(\frac{P+P_1+2\sqrt{\bar\alpha PP_1}}{N_1+N_2}\big),\ \mathcal C(\frac{\alpha P}{N_1})\big\}Coherent cooperation.
Strong interferencea2>1+P/Na^2 > 1 + P/N gives no rate lossDecode the interference, then subtract it.
Conditional-independence typicality≐2−nI(S1;S2∣S3)\doteq 2^{-nI(S_1;S_2\mid S_3)}Each wrong candidate’s chance.
Multiple-access channelR1<I(X1;Y∣X2)R_1 < I(X_1;Y\mid X_2), R2<I(X2;Y∣X1)R_2 < I(X_2;Y\mid X_1), R1+R2<I(X1,X2;Y)R_1+R_2 < I(X_1,X_2;Y)Product inputs, convex hull.
Pentagon corner B(I(X1;Y∣X2), I(X2;Y))\big(I(X_1;Y\mid X_2),\ I(X_2;Y)\big)Onion peeling.
Time-sharing∣Q∣≤4\lvert\mathcal Q\rvert \le 4Carathéodory in R3\mathbb R^3.
mm usersR(S)≤I(X(S);Y∣X(Sc))R(S) \le I(X(S);Y\mid X(S^c))Beveled box.
Slepian–WolfR1≥H(X∣Y)R_1 \ge H(X\mid Y), R2≥H(Y∣X)R_2 \ge H(Y\mid X), R1+R2≥H(X,Y)R_1+R_2 \ge H(X,Y)Separate encoding costs nothing in total.
Binningrate >H> H sufficesHash; only the decoder needs the model.
Degraded broadcastR2≤I(U;Y2)R_2 \le I(U;Y_2), R1≤I(X;Y1∣U)R_1 \le I(X;Y_1\mid U)Clouds and satellites.
Binary symmetric broadcast(H(β∗p1)−H(p1), 1−H(β∗p2))\big(H(\beta*p_1)-H(p_1),\ 1-H(\beta*p_2)\big)Sweep β∈[0,12]\beta \in [0,\frac12].
Degraded relaysup⁡min⁡{I(X,X1;Y), I(X;Y1∣X1)}\sup\min\{I(X,X_1;Y),\ I(X;Y_1\mid X_1)\}Max-flow min-cut is achieved.
Coded side informationR1≥H(X∣U)R_1 \ge H(X\mid U), R2≥I(Y;U)R_2 \ge I(Y;U)Quantize the helper.
Wyner–Zivmin⁡(I(X;W)−I(Y;W))\min\big(I(X;W) - I(Y;W)\big)Bin the rate distortion codebook.
Cut-set∑S→ScR≤I(X(S);Y(Sc)∣X(Sc))\sum_{S\rightarrow S^c}R \le I(X^{(S)};Y^{(S^c)}\mid X^{(S^c)})Upper bound, not always achievable.

Facts to keep to hand

  • Every achievability proof is “candidates times 2−nI2^{-nI}”. Random codebooks, jointly typical decoding and the union bound. Each rate constraint says the number of confusable alternatives must be exponentially smaller than 2nI2^{nI} (channels) or the number of bins must exceed 2nH2^{nH} (sources).
  • Decode some, treat the rest as noise, subtract. Onion peeling gives the corners of the multiple-access region, successive cancellation the broadcast region, and the strong-interference result. Interference you can decode is interference you can remove.
  • Separated encoders lose nothing in total for correlated sources, if the decoder is joint. Binning moves all the modelling to the decoder.
  • Auxiliary random variables carry the structure. QQ for time-sharing, UU for clouds or a quantized helper, WW for Wyner–Ziv descriptions. Carathéodory-type bounds keep them finite.
  • Networks break single-user intuition. Cut-set bounds are often loose, source–channel separation fails, and feedback can enlarge capacity regions.

References

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