theorem
Oseledets.OperatorEntropy.klein_scalar
{K : Type u_1}
{M : Type u_2}
[Fintype K]
[Fintype M]
(p : K → ℝ)
(s : M → ℝ)
(D : K → M → ℝ)
(hp : ∀ (k : K), 0 ≤ p k)
(hs : ∀ (m : M), 0 ≤ s m)
(hD : ∀ (k : K) (m : M), 0 ≤ D k m)
(hrow : ∀ (k : K), ∑ m : M, D k m = 1)
(hcol : ∀ (m : M), ∑ k : K, D k m = 1)
(hsum : ∑ k : K, p k = ∑ m : M, s m)
(hsupp : ∀ (m : M) (k : K), s m = 0 → D k m * p k = 0)
:
Scalar Klein / Peierls inequality. Let D be a doubly stochastic K × M
matrix (row sums hrow and column sums hcol equal 1), p ≥ 0 a probability-like
vector on K and s ≥ 0 one on M with equal total mass (hsum). Writing
a m = ∑ k, D k m * p k for the column marginal, the support hypothesis hsupp
(s m = 0 ⟹ D k m * p k = 0) handles the columns where s m = 0 (there a m = 0).
Then ∑ m, a m * log (s m) ≤ ∑ k, p k * log (p k).
This is the finite, scalar analogue powering the matrix/operator Klein inequality (Carlen, Trace Inequalities and Quantum Entropy, Thm 2.11 / Peierls Thm 2.9).