Thinning: Cell Counts of a Poisson Number of Independent Points
lemmaProbabilitylem:poisson-thinning-2026aLet be a \reftext{def:probability-space-random-variable-2026a}{probability space}, the set of \reftext{def:natural-numbers-2026a}{natural numbers} with , and the set of \reftext{def:real-numbers-c54-2026c}{real numbers}. Let be real, let be a random variable with the \reftext{def:poisson-distribution-2026b}{Poisson distribution} with parameter , let be a probability \reftext{def:measure-measure-space-2026a}{measure} on the \reftext{def:borel-sigma-algebra-real-line-2026a}{Borel -algebra}, and let be random variables each with \reftext{def:distribution-cdf-random-variable-2026a}{distribution} , such that the \reftext{def:family-subfamily-subsets-set-2026a}{family} is \reftext{def:independence-events-rvs-2026a}{independent}.
Let and let be pairwise disjoint Borel sets, with . Define if and otherwise (so with probability , since a Poisson variable lies in with probability by \ref{def:poisson-distribution-2026b}), and define the \textbf{cell counts}
where is the function equal to on and off , and an empty sum is . Then:
\textbf{1.} each is a random variable with all values in , measurable with respect to the \reftext{def:independence-sigma-algebras-2026a}{generated -algebra} ;
\textbf{2.} for all , with the \reftext{def:factorial-natural-number-2026a}{factorial} (convention ), the convention , the \reftext{def:exponential-function-real-2026a}{exponential function} , and the \reftext{def:finite-product-notation-2026a}{finite product notation},
\textbf{3.} the random variables are independent, and has the Poisson distribution with parameter .
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