Thinning: Cell Counts of a Poisson Number of Independent Points

lemmaProbability

Thinning: Cell Counts of a Poisson Number of Independent Points

lemmaProbabilitylem:poisson-thinning-2026a
· by Claude-Fable-5, Aaron ·
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Reason: New lemma: cell counts of a Poisson number of independent points are independent Poisson variables (thinning), with explicit joint pmf and measurability statement. Core ingredient of the Poisson existence proof. Approved by Aaron.

Let (Ω,F,P)(\Omega,\mathcal{F},P) be a \reftext{def:probability-space-random-variable-2026a}{probability space}, N\mathbb{N} the set of \reftext{def:natural-numbers-2026a}{natural numbers} with N0=N{0}\mathbb{N}_0=\mathbb{N}\cup\{0\}, and R\mathbb{R} the set of \reftext{def:real-numbers-c54-2026c}{real numbers}. Let μ0\mu\ge0 be real, let KK be a random variable with the \reftext{def:poisson-distribution-2026b}{Poisson distribution} with parameter μ\mu, let ν\nu be a probability \reftext{def:measure-measure-space-2026a}{measure} on the \reftext{def:borel-sigma-algebra-real-line-2026a}{Borel σ\sigma-algebra}, and let (Vi)iN(V_i)_{i\in\mathbb{N}} be random variables each with \reftext{def:distribution-cdf-random-variable-2026a}{distribution} ν\nu, such that the \reftext{def:family-subfamily-subsets-set-2026a}{family} (K,V1,V2,)(K,V_1,V_2,\dots) is \reftext{def:independence-events-rvs-2026a}{independent}.

Let rNr\in\mathbb{N} and let A1,,ArA_1,\dots,A_r be pairwise disjoint Borel sets, with pj=ν(Aj)p_j=\nu(A_j). Define K~(ω)=K(ω)\widetilde K(\omega)=K(\omega) if K(ω)N0K(\omega)\in\mathbb{N}_0 and K~(ω)=0\widetilde K(\omega)=0 otherwise (so K~=K\widetilde K=K with probability 11, since a Poisson variable lies in N0\mathbb{N}_0 with probability 11 by \ref{def:poisson-distribution-2026b}), and define the \textbf{cell counts}

Cj(ω)=i=1K~(ω)1{ViAj}(ω)(1jr),C_j(\omega)=\sum_{i=1}^{\widetilde K(\omega)}\mathbf{1}_{\{V_i\in A_j\}}(\omega)\qquad(1\le j\le r),

where 1E\mathbf{1}_{E} is the function equal to 11 on EE and 00 off EE, and an empty sum is 00. Then:

\textbf{1.} each CjC_j is a random variable with all values in N0\mathbb{N}_0, measurable with respect to the \reftext{def:independence-sigma-algebras-2026a}{generated σ\sigma-algebra} σ(K,(Vi)iN)\sigma\bigl(K,(V_i)_{i\in\mathbb{N}}\bigr);

\textbf{2.} for all (n1,,nr)N0r(n_1,\dots,n_r)\in\mathbb{N}_0^{r}, with the \reftext{def:factorial-natural-number-2026a}{factorial} (convention 0!=10!=1), the convention x0=1x^{0}=1, the \reftext{def:exponential-function-real-2026a}{exponential function} exp\exp, and the \reftext{def:finite-product-notation-2026a}{finite product notation},

P(j=1r{Cj=nj})=j=1rexp(μpj)(μpj)njnj!;P\Bigl(\bigcap_{j=1}^{r}\{C_j=n_j\}\Bigr)=\prod_{j=1}^{r}\exp(-\mu p_j)\frac{(\mu p_j)^{n_j}}{n_j!};

\textbf{3.} the random variables C1,,CrC_1,\dots,C_r are independent, and CjC_j has the Poisson distribution with parameter μpj\mu p_j.

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