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A single uniform variable supplies countably many independent base- digits
Statement
Let be an integer and let be uniform on with Lebesgue probability measure. Its base- digits are mutually independent uniform digits in . There is a deterministic enumeration such that are mutually independent uniform random variables on . Consequently, after fixing a lexicographic enumeration of the permutations of , the variables are mutually independent uniform random permutations.
Facts & Assumptions
Given: An integer and with the uniform law on .
Probability measures and probability spaces: The law of assigns each Borel interval its Lebesgue length.
Dynkin's pi-lambda theorem: Two finite measures agreeing on a generating -system agree on the generated -algebra.
Random elements and real random variables: Measurable maps from the probability space into are random elements.
Sequential suprema, infima, limsup, liminf, and pointwise limits of measurable functions are measurable: A pointwise limit of measurable real-valued functions is measurable.
For the sequence is null, and for the sequence diverges to : Since , as .
Proof
Given: and .
For set . Listing pairs by increasing and then increasing shows that is a bijection. Each digit lies in , and prescribing the first consecutive digits specifies exactly one half-open interval of length by [F1]. More generally, prescribing any distinct digit positions among the first leaves exactly such intervals, so those digits have joint probability .
Fix distinct and positive integers . The index sets are disjoint. If their digit values are prescribed, let be the largest used index. Exactly length- intervals have those values, so their joint probability is . For each and , the event is contained, for every , in the event that its first tail digits all equal . Step 1.1 gives for every , so [F5] gives . The countable union of these events over is null. Outside it, each stream has no tail consisting entirely of digits; consequently a prescribed initial digit word places its numeric sum in the corresponding half-open base- interval, not at its right endpoint. Thus every finite family of the numeric has the product uniform cylinder probabilities outside a null set. The event is contained in , so replacing that value by leaves every finite-dimensional law unchanged.
Each digit is constant on the finite Borel partition into intervals of length . A finite partial sum defining is constant on the common refinement at the largest digit index it uses, hence is measurable. Its pointwise limit is measurable by [F4]. The map given by for and is Borel; explicitly, for Borel , together with exactly when . Therefore is measurable. For any finite set of indices , the -adic cylinder rectangles for form a -system generating the Borel sets of : every open set is the union of the countably many such cells contained in it, since the cell diameters tend to zero. Step 2.1 gives agreement there with product Lebesgue measure; [F2] therefore gives the product law on all Borel sets. Hence the are mutually independent and each is uniform.
Each map is Borel, with the preimage of equal to for . For distinct , independence and uniformity from step 3.1 give . These maps are measurable and the joint probabilities show that the are mutually independent uniform permutations.
Depends on
- Probability measures and probability spaces
- Random elements and real random variables
- Dynkin's pi-lambda theorem
- Sequential suprema, infima, limsup, liminf, and pointwise limits of measurable functions are measurable
- For $|r| < 1$ the sequence $r^k$ is null, and for $|r| > 1$ the sequence $|r|^k$ diverges to $+\infty$
Used by
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Sources
- Art B. Owen, Monte Carlo Book: The Quasi-Monte Carlo Parts, Chapter 17 §17.5 (standard reference, not scraped)