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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 and as in its Definition. One attempt accepts with probability . With cap , failure probability is , and conditional on success the returned bit is Bernoulli with success probability . With no cap, the algorithm terminates almost surely, returns an exact Bernoulli bit, and uses expected blocks and fair bits. The endpoint cases are deterministic and use zero bits.
Facts & Assumptions
Given: Integers , independent fair-bit blocks, and the procedure in Unbiased rational Bernoulli sampling by bit rejection.
Each fresh -bit block is uniform on , and disjoint blocks are independent. Disjoint streams of independent fair bits produce independent uniform variables
The procedure accepts exactly when the block integer lies in and returns one exactly for . Unbiased rational Bernoulli sampling by bit rejection
For nonnegative measurable , monotone convergence gives . Monotone convergence for the integral
For real , . For , , and for the series diverges
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 (), The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain
Proof
By minimality of , for . [F1] gives acceptance probability and rejection probability . On one accepted block, the possible accepted integers have equal probability , with of them returning and returning .
By independence of attempts, the probability that the first accepted block occurs at attempt and returns is , while the probability that it occurs at attempt is . Summing over gives success probability and returned-one probability ; dividing yields conditional success probability . The no-acceptance event has probability .
With no cap, , so the probability of never accepting is zero. Let be the first accepted attempt, setting on the null nontermination event. For each , ; these truncations increase to , and independence gives . By [F3] and the geometric identity [F4] with , . Taking in step 2.1 gives output-one probability and hence the exact Bernoulli law. Each attempt consumes bits, so the expected bit cost is . The cases and use the explicit zero-bit branches in the algorithm.
Depends on
- For $|r| < 1$, $\sum_{k \ge 0} r^k = 1/(1-r)$, and for $|r| \ge 1$ the series diverges
- Unbiased rational Bernoulli sampling by bit rejection
- Disjoint streams of independent fair bits produce independent uniform variables
- Monotone convergence for the integral
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
Used by
Nothing in the library uses this result yet.
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Sources
- Luc Devroye, Non-Uniform Random Variate Generation, Chapter XV §1.2, random-bit examples (standard reference, not scraped)
- J. Jung, Monte-Carlo Methods lecture notes, §4.1 rejection sampling (standard reference, not scraped)