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Rational Bernoulli rejection has exact law, geometric failure, and bounded expected bit cost

Statement

Consider Unbiased rational Bernoulli sampling by bit rejection with 0<m<n and k,N as in its Definition. One attempt accepts with probability n/N>1/2. With cap Mmax⁡<∞, failure probability is (1−n/N)Mmax⁡<2−Mmax⁡, and conditional on success the returned bit is Bernoulli with success probability m/n. With no cap, the algorithm terminates almost surely, returns an exact Bernoulli(m/n) bit, and uses expected N/n<2 blocks and kN/n<2k fair bits. The endpoint cases m=0,n are deterministic and use zero bits.

Facts & Assumptions

Given: Integers 0<m<n, independent fair-bit blocks, and the procedure in Unbiased rational Bernoulli sampling by bit rejection.

[F1]

Each fresh k-bit block is uniform on {0,…,N−1}, and disjoint blocks are independent. Disjoint streams of independent fair bits produce independent uniform variables

[F2]

The procedure accepts exactly when the block integer lies in {0,…,n−1} and returns one exactly for {0,…,m−1}. Unbiased rational Bernoulli sampling by bit rejection

[F3]

For nonnegative measurable XM↑X, monotone convergence gives EX=lim⁡MEXM. Monotone convergence for the integral

[F4]
[A1]

The countable fair-bit product supplying [F1] assumes Countable Choice and Dependent Choice; the rejection calculation is conditional on that source. 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

1.1givenF1F2A1algebra

By minimality of k, n≤N<2n for n>1. [F1] gives acceptance probability a=n/N>1/2 and rejection probability r=1−a<1/2. On one accepted block, the n possible accepted integers have equal probability 1/N, with m of them returning 1 and n−m returning 0.

2.1F1A1step 1.1algebra

By independence of attempts, the probability that the first accepted block occurs at attempt j and returns 1 is rj−1m/N, while the probability that it occurs at attempt j is rj−1n/N. Summing over 1≤j≤Mmax⁡ gives success probability 1−rMmax⁡ and returned-one probability (m/n)(1−rMmax⁡); dividing yields conditional success probability m/n. The no-acceptance event has probability rMmax⁡<2−Mmax⁡.

3.1F1F2F3F4A1step 1.1step 2.1algebra∎

With no cap, rM→0, so the probability of never accepting is zero. Let J be the first accepted attempt, setting J=∞ on the null nontermination event. For each M, J∧M=∑j=0M−11{J>j}; these truncations increase to J, and independence gives P(J>j)=rj. By [F3] and the geometric identity [F4] with 0≤r<1/2, EJ=∑j≥0rj=(1−r)−1=N/n<2. Taking M→∞ in step 2.1 gives output-one probability m/n and hence the exact Bernoulli(m/n) law. Each attempt consumes k bits, so the expected bit cost is kN/n<2k. The cases m=0 and m=n use the explicit zero-bit branches in the algorithm.

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