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Disjoint streams of independent fair bits produce independent uniform variables

Statement

Assume Countable Choice and Dependent Choice. Let Ω={0,1}N carry the countable product probability measure of fair bits. For any finite family of coordinate sequences js,1,js,2,… such that each sequence has distinct coordinates and their ranges are pairwise disjoint, define Bs,k(ω)=ωjs,k,Us(ω)=∑k=1∞Bs,k(ω)2−k. Then each Us has the uniform Borel law on [0,1], and the family (Us) is independent. No other choice principle is used.

Facts & Assumptions

Given: Countable Choice, Dependent Choice, the canonical countable product probability space of fair bits, and finitely many enumerated coordinate sequences, each injective, whose ranges are pairwise disjoint.

[F1]

Under Countable Choice and Dependent Choice, the countable product probability measure exists, is unique, and has every prescribed finite product marginal. Assuming countable and dependent choice, countable products of arbitrary probability spaces

[F2]

The coordinate maps of that product probability space are independent. Coordinate random elements of a countable product are independent

[F3]

Independence means independence of the generated sigma-algebras. The finite Borel-rectangle factorization criterion is equivalent to this definition. Independent random elements, Independent random elements are characterized by finite rectangle probabilities

[F4]

For decreasing measurable sets with finite first-set measure, probability is continuous from above. Continuity from above when one set has finite measure

[F5]

Measures agreeing on a generating pi-system and on a finite-measure exhaustion agree on the generated sigma-algebra. Measures agreeing on a generating pi-system are equal under an increasing finite-measure exhaustion from that pi-system

[F6]

Finite-prefix sums of measurable coordinates are measurable, as are their pointwise increasing limits. Coordinate maps, finite-coordinate cylinders, and the cylinder σ-algebra, Closure properties of measurable functions used by the integral

[A1]

Countable Choice and Dependent Choice are the exact assumptions of [F1]; the construction below uses no arbitrary family of choices. The Axiom of Countable Choice (ACω), The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain

Proof

Given: As in the Statement. Write Ks,n=∑k=1nBs,k2n−k, so Us=Ks,n2−n+2−nTs,n with Ts,n=∑k=1∞Bs,n+k2−k∈[0,1].

1.1F1F4F6A1

By [F1], every specified pattern on n distinct coordinates has probability 2−n. Thus Ks,n is uniform on {0,…,2n−1}. The events that the first m bits after position n are all zero, or all one, decrease to the corresponding constant-tail events and have probabilities 2−m. By [F4], both constant-tail events have probability zero. The partial sums defining each Us are measurable and increase to Us by [F6].

2.1step 1.1algebra

Fix a dyadic threshold t=k2−n with 0≤k≤2n. If Ks,n<k, then Us≤t; if Ks,n>k, then Us>t; if Ks,n=k, then Us≤t only on the null event Ts,n=0. Hence P(Us≤k2−n)=k2−n. For an arbitrary t∈[0,1], dyadic lower and upper approximations differ by at most 2−n, so monotonicity of the CDF and passage to the limit give P(Us≤t)=t. Outside [0,1] the CDF is 0 or 1.

2.2givenF1F2F4step 1.1

For finitely many streams and dyadic thresholds ts=ks2−n, the joint event ⋂s{Us≤ts} differs by a null set from the event that every prefix integer Ks,n<ks. Injectivity within each sequence and pairwise disjointness of their ranges make all prefix coordinates distinct. By [F2] these coordinate bits are independent and by [F1] each is fair, so the probability that each stream's prefix integer is below ks is the product ∏s(ks2−n).

3.1F3F5F7step 2.2∎

For arbitrary thresholds ts∈[0,1], dyadic lower and upper approximations squeeze the joint probability between products converging to ∏sts. Thus the joint CDF equals the product-uniform CDF. The lower rectangles ∏s[0,ts], including the whole cube, are closed under intersections. They generate each coordinate slab {x:xs≤t} by taking the other thresholds to be 1; complements and finite intersections then give the intersections of the cube with all rational half-open boxes (thresholds outside [0,1] give empty or full slabs). By [F7] these generate the relative Borel sigma-algebra of the cube. Both laws have total mass one there, a finite-measure exhaustion. Thus [F5] identifies the joint law with the product-uniform law. In particular every Borel rectangle has the product of its marginal probabilities, so the rectangle criterion [F3] gives independence of the generated sigma-algebras.

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