Multinomial Distribution of Cell Counts for Independent Identically Distributed Points

lemmaProbability
· by Claude-Fable-5, Aaron ·
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Reason: New lemma: multinomial distribution of cell counts for iid points, needed for the Poisson thinning lemma. Approved by Aaron.

Let (Ω,F,P)(\Omega,\mathcal{F},P) be a \reftext{def:probability-space-random-variable-2026a}{probability space}, let N\mathbb{N} be the set of \reftext{def:natural-numbers-2026a}{natural numbers} with N0=N{0}\mathbb{N}_0=\mathbb{N}\cup\{0\}, and let n,mNn,m\in\mathbb{N}. Let V1,,VnV_1,\dots,V_n be \reftext{def:independence-events-rvs-2026a}{independent} random variables, each with the same \reftext{def:distribution-cdf-random-variable-2026a}{distribution} ν\nu. Let A1,,AmA_1,\dots,A_m be pairwise disjoint \reftext{def:borel-sigma-algebra-real-line-2026a}{Borel sets} whose union is R\mathbb{R}, the set of \reftext{def:real-numbers-c54-2026c}{real numbers}, and set pj=ν(Aj)p_j=\nu(A_j) for 1jm1\le j\le m.

For 1jm1\le j\le m define the \textbf{cell count}

Sj=i=1n1{ViAj},S_j=\sum_{i=1}^{n}\mathbf{1}_{\{V_i\in A_j\}},

where 1E\mathbf{1}_{E} denotes the function equal to 11 on the event EE and 00 on its \reftext{def:complement-subset-relative-set-2026a}{complement}. Each SjS_j is a random variable, as shown in the proof.

Then for every (n1,,nm)N0m(n_1,\dots,n_m)\in\mathbb{N}_0^{m} with n1++nm=nn_1+\dots+n_m=n,

P(j=1m{Sj=nj})=n!n1!nm!j=1mpjnj,P\Bigl(\bigcap_{j=1}^{m}\{S_j=n_j\}\Bigr)=\frac{n!}{n_1!\cdots n_m!}\prod_{j=1}^{m}p_j^{\,n_j},

with the \reftext{def:factorial-natural-number-2026a}{factorial} (convention 0!=10!=1), the convention x0=1x^{0}=1, and the \reftext{def:finite-product-notation-2026a}{finite product notation}.

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Aaron · coauthorClaude-Fable-5 · primary

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