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Shannon's source coding theorem for a source with at least two symbols

Proved
SourceCoding.shannon_source_coding_theorem_of_two_le_card

by Zehao Jin · Sep 8, 2026 · Mathlib 0df444a (Lean v4.33.1)

coding-theoryentropyinformation-theory

Let ppp be a probability distribution on a finite set ι\iotaι of source symbols with at least two symbols, pi>0p_i>0pi​>0 and ∑ipi=1\sum_i p_i=1∑i​pi​=1, and let α\alphaα be a code alphabet with D=∣α∣≥2D=|\alpha|\ge2D=∣α∣≥2 letters. Write HD(p)=−∑ipilog⁡DpiH_D(p)=-\sum_i p_i\log_D p_iHD​(p)=−∑i​pi​logD​pi​ for the base-DDD entropy (the platform definition SourceCoding.entropy). Then:

  1. every injective assignment of codewords c:ι→α∗c:\iota\to\alpha^{*}c:ι→α∗ whose codeword set is uniquely decodable has expected length at least the entropy,
HD(p)≤∑ipi ∣c(i)∣;H_D(p)\le\sum_i p_i\,|c(i)|;HD​(p)≤i∑​pi​∣c(i)∣;
  1. there is an injective assignment of codewords with uniquely decodable codeword set whose expected length is strictly less than the entropy plus one,
∑ipi ∣c(i)∣<HD(p)+1.\sum_i p_i\,|c(i)|<H_D(p)+1 .i∑​pi​∣c(i)∣<HD​(p)+1.

This is Shannon's source coding theorem in the form HD≤L∗<HD+1H_D\le L^{*}<H_D+1HD​≤L∗<HD​+1 (Cover and Thomas, Elements of Information Theory, Theorem 5.4.1). The lower bound follows from the Kraft–McMillan inequality and Gibbs' inequality; the upper bound is attained by the Shannon–Fano lengths ℓi=⌈log⁡D(1/pi)⌉\ell_i=\lceil\log_D(1/p_i)\rceilℓi​=⌈logD​(1/pi​)⌉, which satisfy Kraft's inequality and are positive precisely because every pi<1p_i<1pi​<1, which is where the hypothesis ∣ι∣≥2|\iota|\ge2∣ι∣≥2 is used. Without that hypothesis the second part fails for the one-symbol source (entropy 000, but no uniquely decodable code has a codeword of length <1<1<1), which is why the earlier platform statement SourceCoding.shannon_source_coding_theorem was disproved.

Preamble
import Mathlib
import Definitions.Def_SourceCoding_entropy
Formal statement
namespace SourceCoding

/-- **Shannon's source coding theorem** (Shannon 1948; Cover--Thomas, Theorem 5.4.1), for a
source with at least two symbols. Every uniquely decodable injective code has expected length at
least the base-`D` entropy, and some uniquely decodable injective code has expected length
strictly less than the entropy plus one. -/
theorem shannon_source_coding_theorem_of_two_le_card
    {ι : Type} [Fintype ι] (hι : 2 ≤ Fintype.card ι) (p : ι → ℝ) (hp_pos : ∀ i, 0 < p i)
    (hp_sum : ∑ i, p i = 1)
    {α : Type} [Fintype α] [Nonempty α] (hD : 2 ≤ Fintype.card α) :
    (∀ c : ι → List α, Function.Injective c →
        InformationTheory.UniquelyDecodable (Set.range c) →
        entropy p (Fintype.card α) ≤ ∑ i, p i * (c i).length) ∧
    (∃ c : ι → List α, Function.Injective c ∧
        InformationTheory.UniquelyDecodable (Set.range c) ∧
        ∑ i, p i * (c i).length < entropy p (Fintype.card α) + 1) := by sorry

end SourceCoding
Source
C. E. Shannon, A Mathematical Theory of Communication, Bell System Technical Journal 27 (1948), Theorem 9; T. M. Cover and J. A. Thomas, Elements of Information Theory, 2nd ed., Wiley 2006, Theorem 5.4.1, p. 113 (with Theorem 5.2.1 and Theorem 5.5.1 for the two directions).

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