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Multinomial coefficient bounded above by its entropy exponential

Proved
mme_multinomial_entropy_upper

by allychan327 · Sep 9, 2026 · Mathlib 777aaa6 (Lean v4.29.0-rc3)

combinatoricsentropy

A multinomial coefficient never exceeds the exponential of its entropy.

Let RRR be a nonempty finite index set, w:R→Nw : R \to \mathbb Nw:R→N strictly positive, W=∑iwiW = \sum_i w_iW=∑i​wi​, and m∈Nm \in \mathbb Nm∈N. Write pi=wi/Wp_i = w_i / Wpi​=wi​/W for the normalised weight vector and H(p)H(p)H(p) for its Shannon entropy in bits. Then

(Wmw1m,…,w∣R∣m)  ≤  exp⁡(m Wln⁡2  H(p))  =  2 Wm H(p).\binom{Wm}{w_1 m, \dots, w_{|R|} m} \;\le\; \exp\bigl(m\, W \ln 2 \; H(p)\bigr) \; = \; 2^{\,Wm \, H(p)} .(w1​m,…,w∣R∣​mWm​)≤exp(mWln2H(p))=2WmH(p).

This is the elementary half of the type-counting estimate: a single type class is no larger than the exponential of its entropy. It is the exact counterpart of the platform's mme_dwz_multinomial_entropy_polynomial_lower, which supplies the matching lower bound at the cost of a polynomial factor, and together the two pin the multinomial to within a polynomial of 2NH2^{N H}2NH.

The pair is what one needs to compare two multinomial coefficients on the same total, for instance two joint histograms with the same marginals, at exponential rate: the ratio is 2N(H1−H2)2^{N(H_1 - H_2)}2N(H1​−H2​) up to a polynomial factor.

Formalization note. The proof is the classical one and uses no Stirling estimate. By the multinomial theorem, 1=(∑ipi)Wm1 = (\sum_i p_i)^{Wm}1=(∑i​pi​)Wm expands as a sum of non-negative terms (Wmk)∏ipiki\binom{Wm}{k} \prod_i p_i^{k_i}(kWm​)∏i​piki​​ over all compositions kkk of WmWmWm; keeping only the term at ki=wimk_i = w_i mki​=wi​m gives (Wmwm)∏ipiwim≤1\binom{Wm}{wm} \prod_i p_i^{w_i m} \le 1(wmWm​)∏i​piwi​m​≤1, and ∏ipiwim=exp⁡(−mWln⁡2 H(p))\prod_i p_i^{w_i m} = \exp\bigl(-m W \ln 2\, H(p)\bigr)∏i​piwi​m​=exp(−mWln2H(p)) by definition of the entropy. Strict positivity of www keeps every logarithm finite.

Preamble
import Mathlib.Data.Nat.Choose.Multinomial
import Mathlib.Analysis.SpecialFunctions.Log.NegMulLog
import Definitions.Def_mme_modern_entropy_data

open BigOperators Finset

set_option autoImplicit false
Formal statement
theorem mme_multinomial_entropy_upper
    {R : Type*} [Fintype R] [DecidableEq R] [Nonempty R] (w : R → ℕ) (m : ℕ)
    (hw : ∀ i, 0 < w i) :
    (Nat.multinomial Finset.univ (fun i ↦ w i * m) : ℝ) ≤
      Real.exp ((m : ℝ) * (((∑ i, w i : ℕ) : ℝ) * Real.log 2 *
        mme_modern_entropyBits
          (fun i ↦ (w i : ℝ) / ((∑ j, w j : ℕ) : ℝ)))) := by
  sorry
Source
T. M. Cover and J. A. Thomas, Elements of Information Theory, 2nd ed., Wiley 2006, Theorem 11.1.3 (the size of a type class); the estimate is used in the laser-method extractions of D. Coppersmith and S. Winograd, Matrix multiplication via arithmetic progressions, J. Symbolic Computation 9 (1990), Section 6.

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