Information Capacity with Input Cost

Definition (Information capacity with input cost)

The information capacity (or information capacity-cost function) of a discrete-time continuous memoryless channel (X,Y,fYX)(\mathcal{X},\mathcal{Y},f_{Y|X}) with input average cost constraint (t(),P)(t(\cdot),P) is given by C(P):=supFX:E[t(X)]PI(X;Y)(in bits)\tag{in bits}C(P):=\sup_{F_{X}:E[t(X)]\le P}I(X;Y)where the supremum is taken over all input distributions FXF_{X} and I(X;Y)I(X;Y) is the channel’s input-output mutual information.

Lemma (Concavity of Channel Capacity in PP)

The Information Capacity with Input Cost, C(P)C(P) is concave, continuous, and increasing in PP (i.e. the budget per source symbol from average cost constraint (t(),P)(t(\cdot),P)), for P>0P>0.

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