Finite-Temperature de Bruijn Identities: Fisher Information as the Spectral Gap of Blahut--Arimoto Dynamics
This provides a structural unification of classical information-theoretic identities within the spectral geometry of rate-distortion optimization, but the result is currently restricted to Gaussian sources.
The authors derive a finite-temperature extension of de Bruijn's identity, showing that the spectral gap of Blahut–Arimoto dynamics equals Fisher information divided by twice the inverse temperature, and that this identity holds exactly for all finite temperatures without limits.
We uncover a finite-temperature extension of de Bruijn's identity -- the classical relation $\frac{d}{dt}h(X+\sqrt{t}Z)=\frac{1}{2}J(X)$ connecting differential entropy and Fisher information. Our framework is the spectral theory of Blahut--Arimoto (BA) dynamics, recently developed by Wang~\cite{Wang2026} for the analysis of rate-distortion optimization. The central observation is elementary yet profound: for Gaussian sources, the spectral gap $\lam$ of the BA relaxation kernel $\G$ satisfies $\lam = 1/(2βσ^2)$~\cite{Wang2026}, while the Fisher information of the source is $J = 1/σ^2$. Hence \[ {\lam = \frac{J}{2β}} \] for all inverse temperatures $β> 1/(2σ^2)$. This identifies the BA spectral gap as a \emph{finite-temperature regularization of Fisher information}. From this observation we derive an exact finite-temperature de Bruijn identity: \[ \frac{\partial F_β}{\partial σ^2} = \frac{1}{2βσ^2} = \lam, \] where $F_β$ is the BA free energy. This identity holds for all finite $β$ without any limit procedure. The classical de Bruijn identity follows as the exact consequence $β\,\partial F_β/\partialσ^2 = J/2$. The significance is structural: classical de Bruijn is not an isolated fact about Gaussian convolutions, but the $β\to\infty$ shadow of a one-parameter family of exact identities living in the spectral geometry of rate-distortion optimization. We discuss implications for the entropy power inequality, the $χ^2$-dissipation structure of BA dynamics, and the geometric unification of information inequalities.