Lean, informalized

Nielsen & Chuang · Chapter 12, Quantum information theory · p. 585

Theorem 12.17 - A lower bound on the collision entropy of one variable given another, with high probability

Conditioning seldom costs much collision entropy.

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The Theorem

Two correlated random variables XX and YY take values in finite sets 𝒳\mathcal{X} and 𝒴\mathcal{Y}. In privacy amplification XX is a string that Alice and Bob share and YY is what an eavesdropper knows about it. The theorem bounds how much collision entropy XX loses when the value of YY becomes known: for any real ss, except with probability at most 2−s2^{-s}, the loss is at most 2log⁡2|𝒴|+2s2\log_2|\mathcal{Y}| + 2s, where |𝒴||\mathcal{Y}| is the number of values YY can take.

Joint Distributions

A joint distribution pp of XX and YY is a function on 𝒳×𝒴\mathcal{X} \times \mathcal{Y} whose values p(x,y)p(x,y) are nonnegative and sum to one. The first marginal pXp_X of pp is the distribution of XX alone, obtained by summing out YY, pX(x)=∑y∈𝒴p(x,y),p_X(x) = \sum_{y \in \mathcal{Y}} p(x,y),(1)✦ and the second marginal pYp_Y of pp is the distribution of YY alone, obtained by summing out XX, pY(y)=∑x∈𝒳p(x,y).p_Y(y) = \sum_{x \in \mathcal{X}} p(x,y).(2)✦

For a value uu of YY, the conditional distribution p(⋅∣u)p(\cdot \mid u) of XX given Y=uY = u is the function on 𝒳\mathcal{X} that divides each joint weight at uu by the weight of uu: p(x∣u)=p(x,u)pY(u).p(x \mid u) = \frac{p(x,u)}{p_Y(u)}.(3)✦

Collision Entropy

The collision probability Pc(q)P_c(q) of a distribution qq on a finite set 𝒮\mathcal{S} is the sum of the squares of its weights, Pc(q)=∑i∈𝒮q(i)2,P_c(q) = \sum_{i \in \mathcal{S}} q(i)^2 ,(4)✦ the probability that two independent draws from qq give the same point. The collision entropy Hc(q)H_c(q) of qq is the negative base two logarithm of its collision probability, Hc(q)=−log⁡2Pc(q),H_c(q) = -\log_2 P_c(q),(5)✦ and the collision entropy Hc(X)H_c(X) of XX is that of its marginal, Hc(pX)H_c(p_X).

The conditional collision entropy Hc(X∣Y=u)H_c(X \mid Y = u) of XX given Y=uY = u is the collision entropy of the conditional distribution (3): Hc(X∣Y=u)=Hc(p(⋅∣u))=−log⁡2∑x∈𝒳p(x∣u)2.H_c(X \mid Y = u) = H_c\bigl(p(\cdot \mid u)\bigr) = -\log_2 \sum_{x \in \mathcal{X}} p(x \mid u)^2 .(6)✦

The Claim

Theorem 1. Let pp be a joint distribution of XX and YY on finite sets 𝒳×𝒴\mathcal{X} \times \mathcal{Y}, and let ss be a real number. Then ∑u∈𝒴Hc(X∣Y=u)≥Hc(X)−2log⁡2|𝒴|−2spY(u)≥1−2−s.\sum_{\substack{u \in \mathcal{Y} \\[2pt] H_c(X \mid Y = u) \,\ge\, H_c(X) - 2\log_2|\mathcal{Y}| - 2s}} p_Y(u) \;\ge\; 1 - 2^{-s} .(7)✦

What Is Checked

The claim is stated over a joint distribution of XX and YY on two finite sets, the collision entropies of its first marginal and of its conditional distributions, (5) and (6), and the weights of its second marginal (2).

About these constructions the library proves the bound (7).