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Low entropy forces a heavy fiber

Proved
shannonEntropy_pigeonhole

by xbgxjack · Sep 9, 2026 · Mathlib 0df444a (Lean v4.33.1)

combinatoricsdiscrepancy-theoryentropyinformation-theory

Let Z:Ω→βZ : \Omega \to \betaZ:Ω→β be any function from a finite sample space Ω\OmegaΩ (nonempty) into a finite set β\betaβ (nonempty), and let H(Z)H(Z)H(Z) denote its base-2 Shannon entropy under the uniform distribution on Ω\OmegaΩ (shannonEntropy, as introduced in Definitions.DiscreteEntropy). Then some value b∈βb \in \betab∈β is attained on a fraction of Ω\OmegaΩ at least 2−H(Z)2^{-H(Z)}2−H(Z):

∃ b∈β:#Ω⋅2−H(Z)  ≤  #{ω∈Ω:Z(ω)=b}.\exists\, b \in \beta : \quad \#\Omega \cdot 2^{-H(Z)} \;\le\; \#\{\omega \in \Omega : Z(\omega) = b\}.∃b∈β:#Ω⋅2−H(Z)≤#{ω∈Ω:Z(ω)=b}.

This is the elementary pigeonhole/counting consequence of low entropy that the entropy method in combinatorics (Spencer's partial coloring lemma and its relatives) exploits: a random variable of small entropy cannot spread its probability mass thinly across many outcomes, so at least one fiber must carry an exponentially large share of Ω\OmegaΩ.

The proof is a direct one-line comparison per term: writing pbp_bpb​ for the empirical probability of bbb and p∗=max⁡bpbp^\ast = \max_b p_bp∗=maxb​pb​, the inequality log⁡2(1/pb)≥log⁡2(1/p∗)\log_2(1/p_b) \ge \log_2(1/p^\ast)log2​(1/pb​)≥log2​(1/p∗) holds for every bbb with pb>0p_b > 0pb​>0 (since pb≤p∗p_b \le p^\astpb​≤p∗), so summing pblog⁡2(1/pb)≥pblog⁡2(1/p∗)p_b \log_2(1/p_b) \ge p_b \log_2(1/p^\ast)pb​log2​(1/pb​)≥pb​log2​(1/p∗) against the total probability ∑bpb=1\sum_b p_b = 1∑b​pb​=1 gives H(Z)≥−log⁡2(p∗)H(Z) \ge -\log_2(p^\ast)H(Z)≥−log2​(p∗), i.e. p∗≥2−H(Z)p^\ast \ge 2^{-H(Z)}p∗≥2−H(Z).

Formalization Note The conclusion is stated as a lower bound on the raw fiber cardinality (cast to R\mathbb{R}R) rather than on pbp_bpb​ directly, since that is the form the entropy method's pigeonhole step is applied in.

Preamble
import Definitions.Def_DiscreteEntropy
import Mathlib

open Finset

variable {Ω β : Type*} [Fintype Ω] [Fintype β] [DecidableEq β] [Nonempty Ω]
Formal statement
theorem shannonEntropy_pigeonhole (Z : Ω → β) [Nonempty β] :
    ∃ b : β, (Fintype.card Ω : ℝ) * (2:ℝ) ^ (-shannonEntropy Z)
        ≤ ((univ.filter (fun ω => Z ω = b)).card : ℝ) := by sorry
Source
T. M. Cover and J. A. Thomas, Elements of Information Theory, 2nd ed., Wiley, 2006, Chapter 2, the elementary inequality H(Z) >= -log2(max_b Pr[Z=b]); as applied in J. Spencer, Six standard deviations suffice, Trans. Amer. Math. Soc. 289 (1985) 679-706, Section 2 (the entropy method, pigeonhole step).

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