Information Properties of a Random Variable Decomposition through Lattices
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A full-rank lattice in the Euclidean space is a discrete set formed by all integer linear combinations of a basis. Given a probability distribution on ℝ^n, two operations can be induced by considering the quotient of the space by such a lattice: wrapping and quantization. For a lattice Λ, and a fundamental domain D which tiles ℝ^n through Λ, the wrapped distribution over the quotient is obtained by summing the density over each coset, while the quantized distribution over the lattice is defined by integrating over each fundamental domain translation. These operations define wrapped and quantized random variables over D and Λ, respectively, which sum up to the original random variable. We investigate information-theoretic properties of this decomposition, such as entropy, mutual information and the Fisher information matrix, and show that it naturally generalizes to the more abstract context of locally compact topological groups.
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