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Gaussian Noise Minimizes Capacity of Additive-Noise Channel

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Theorem
InfoTheory

Consider an arbitrary discrete-time memoryless additive-noise channel, whose output YiY_{i} at time ii is given by Yi=Xi+ZiY_{i}=X_{i}+Z_{i}where {Xi}āŠ„ā€‰ā£ā€‰ā£ā€‰ā£āŠ„{Zj}\{X_{i}\}\perp\!\!\!\perp\{Z_{j}\} and {Zi}\{Z_{i}\} is iid, memoryless noise process, admitting pdf fZf_{Z} on R\mathbb{R} with mean 00 and variance σ2\sigma^{2}. Let the channel be used with an input power constraint PP. Then the channel capacity C(P)C(P) satisfies: C(P)≄CG(P)=12log⁔2(1+Pσ2)C(P)\ge C_{G}(P)= \frac{1}{2}\log_{2}\left(1+ \frac{P}{\sigma^{2}}\right)with equality iff the additive noise is Gaussian (i.e.Ā Zi∼N(0,σ2Z_{i}\sim\mathcal{N}(0,\sigma^{2})