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A single uniform variable supplies countably many independent base-b digits

Statement

Let b≥2 be an integer and let U be uniform on [0,1) with Lebesgue probability measure. Its base-b digits Dj=⌊bjU⌋−b⌊bj−1U⌋ are mutually independent uniform digits in {0,…,b−1}. There is a deterministic enumeration ϕ:N>02→N>0 such that U~q:=∑k=1∞Dϕ(q,k)b−k,Uq:={U~q,U~q<1,0,U~q=1,Dj:=⌊bjU⌋−b⌊bj−1U⌋, are mutually independent uniform random variables on [0,1). Consequently, after fixing a lexicographic enumeration σ0,…,σb!−1 of the permutations of {0,…,b−1}, the variables πq:=σmin⁡{b!−1,⌊b!Uq⌋} are mutually independent uniform random permutations.

Facts & Assumptions

Given: An integer b≥2 and U with the uniform law on [0,1).

[F1]

Probability measures and probability spaces: The law of U assigns each Borel interval its Lebesgue length.

[F2]

Dynkin's pi-lambda theorem: Two finite measures agreeing on a generating π-system agree on the generated σ-algebra.

[F3]

Random elements and real random variables: Measurable maps from the probability space into [0,1) are random elements.

[F4]

Sequential suprema, infima, limsup, liminf, and pointwise limits of measurable functions are measurable: A pointwise limit of measurable real-valued functions is measurable.

Proof

technique · direct

Given: U∼Unif⁡[0,1) and b≥2.

1.1givenF1construct

For q,k≥1 set ϕ(q,k)=(q+k−2)(q+k−1)2+q. Listing pairs by increasing q+k and then increasing q shows that ϕ is a bijection. Each digit Dj lies in {0,…,b−1}, and prescribing the first N consecutive digits specifies exactly one half-open interval of length b−N by [F1]. More generally, prescribing any s distinct digit positions among the first N leaves exactly bN−s such intervals, so those digits have joint probability b−s.

2.1F5step 1.1F1algebra

Fix distinct q1,…,qs and positive integers n1,…,ns. The index sets {ϕ(qi,k):1≤k≤ni} are disjoint. If their digit values are prescribed, let N be the largest used index. Exactly bN−∑ini length-b−N intervals have those values, so their joint probability is b−∑ini. For each q and m≥1, the event Tq,m={Dϕ(q,k)=b−1 for every k≥m} is contained, for every L≥1, in the event that its first L tail digits all equal b−1. Step 1.1 gives P(Tq,m)≤b−L for every L, so [F5] gives P(Tq,m)=0. The countable union of these events over q,m is null. Outside it, each stream has no tail consisting entirely of b−1 digits; consequently a prescribed initial digit word places its numeric sum in the corresponding half-open base-b interval, not at its right endpoint. Thus every finite family of the numeric U~qi has the product uniform cylinder probabilities outside a null set. The event U~q=1 is contained in Tq,1, so replacing that value by 0 leaves every finite-dimensional law unchanged.

3.1F2F4step 2.1

Each digit Dj is constant on the finite Borel partition into intervals of length b−j. A finite partial sum defining U~q 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 g:[0,1]→[0,1) given by g(x)=x for x<1 and g(1)=0 is Borel; explicitly, for Borel A⊆[0,1), g−1(A)=(A∩[0,1)) together with {1} exactly when 0∈A. Therefore Uq=g(U~q) is measurable. For any finite set of indices qi, the b-adic cylinder rectangles for (Uqi) form a π-system generating the Borel sets of [0,1)s: 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 Uq are mutually independent and each is uniform.

4.1F3step 3.1algebra∎

Each map u↦σmin⁡{b!−1,⌊b!u⌋} is Borel, with the preimage of σr equal to [r/b!,(r+1)/b!) for 0≤r<b!. For distinct q1,…,qs, independence and uniformity from step 3.1 give P(πqi=σri for every i)=∏iP(Uqi∈[ri/b!,(ri+1)/b!))=(b!)−s. These maps are measurable and the joint probabilities show that the πq are mutually independent uniform permutations.

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