Let N be the set of natural numbers, N0=N∪{0}, let l∈N with l≥2, and let Rl be Euclidean space; points k∈Rl are written k=(k1,…,kl) with subscript coordinates, and δγ denotes the γth standard basis vector as in Probability Simplex.
Let Sˉ=(Sˉ1,…,Sˉl) be a point of the probability simplex Δl with Sˉγ>0 for every γ, and put smin=minγ∈{1,…,l}Sˉγ. For n∈N let pn=pn,Sˉ:Rl→R be the multinomial probability mass function with n trials and cell probabilities Sˉ, and let Kn={k∈N0l:∑γ=1lkγ=n} be the set on which it is given by the multinomial formula, as in that definition.
Fix an index σ∈{1,…,l} and put Γ={1,…,l}∖{σ}, enumerated in increasing order. Let the moves be the l−1 points aγ=δγ−δσ (γ∈Γ) and let the weights be real numbers wγ (γ∈Γ), both families enumerated in the order of Γ and regarded as moves a and weights w in the sense of Move Score of a Discrete Probability Mass Function (the number of moves, written n in that definition, is l−1 here; in this statement the letter n denotes only the number of trials). Define the extended weight vector w~=(w~1,…,w~l)∈Rl by w~γ=wγ for γ∈Γ and w~σ=−∑γ∈Γwγ, so that ∑γ=1lw~γ=0, and put
Q(w~)=γ=1∑lSˉγw~γ2,L(k)=γ=1∑lSˉγw~γkγ(k∈Rl),c=Sˉσw~σ.
Let N∈N. Then the following hold.
1. (Probability mass function) pN is a discrete probability mass function on Rl with {k∈Rl:pN(k)>0}=KN, a finite set.
2. (Move score) For every k∈KN, the move score satisfies
ρpN,a,w(k)=−kσ+1Sˉσ(L(k)+c).
3. (Exits) For every γ∈Γ, {k∈KN: k+aγ∈/KN}={k∈KN: kσ=0}, and
k∈KN, kσ=0∑pN(k)=(1−Sˉσ)N.
4. (Move information) The move information satisfies
J(pN;a,w)≤N+1Q(w~)+smin5(N+1)(N+2)201Q(w~).