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Exact logarithmic binomial masses at bounded distance from an entropy root

Statement

Fix real γ>0 and a>0. Put μ=γlog⁡n, p=μ/n, and N=n−j, where j is a fixed positive integer. For any integer sequence k=aμ+O(1), with the bounded error independent of n, let qn=P(Bin⁡(N,p)=k) and I(a)=alog⁡a−a+1. Then log⁡qn=−μI(a)−12log⁡(2πk)−(k−aμ)log⁡a+o(1). In particular qn=Θ(n−γI(a)/log⁡n): the ratio lies between positive constants for all sufficiently large integers n. All constants may depend on the fixed parameters and the error bound.

Facts & Assumptions

[F1]

A binomial(N,p) variable is a sum of N independent Bernoulli(p) variables (Bernoulli random variables and binomial random variables as sums of independent Bernoulli trials). For N∈N0, 0<p<1 and integer 0≤k≤N, its mass at k is (Nk)pk(1−p)N−k (The Binomial count has its usual probability mass function).

[F2]

Stirling's formula gives k!=2πk(k/e)k(1+o(1)) (Stirling's formula for factorials).

[F4]

The natural logarithm is strictly increasing and onto the real line, hence grows without bound, and grows more slowly than any positive power (Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm, The logarithm grows more slowly than every positive real power).

[F5]

For integers 0≤k≤N, (Nk)k!=Nk‾=∏i=0k−1(N−i) (C(n, k) k! (n-k)! = n! for k ≤ n; hence C(n, k) k! = n^k̲, the quotient n!/(k!(n-k)!) is a natural number, and C(n, k) = C(n, n-k)).

[F6]

For a positive real base x and real exponent r, xr:=exp⁡(rlog⁡x) (Real powers for positive bases, with the zero-base positive-exponent convention).

Proof

Given: The fixed parameters and integer sequences in the Statement.

Goal: Prove the mass expansion with its bounded rounding error.

1.1F1F2F3F4F5givenalgebra

Eventually N and k are positive integers with 0<p<1 and 1≤k<N, by [F4] and the fixed positive integer j. Combining the binomial definition and mass formula in [F1] with the falling factorial identity in [F5] gives log⁡qn=∑i=0k−1log⁡(N−i)+klog⁡p−log⁡(k!)+(N−k)log⁡(1−p). Integrating the derivative in [F3] on an interval bounded away from zero gives log⁡(1−x)=−x+O(x2) for 0≤x≤1/2. Since k=O(log⁡n) and j is fixed, ∑i=0k−1log⁡(N−i)=klog⁡n+O((jk+k2)/n), and (N−k)log⁡(1−p)=−μ+O((j+k)p+np2). Each error tends to zero by [F4]. Thus [F2] yields log⁡qn=−μ+klog⁡μ−klog⁡k+k−12log⁡(2πk)+o(1).

2.1F3F4F6step 1.1algebra∎

Set t=k−aμ, which is bounded. The derivative in k of klog⁡(μ/k)+k is log⁡(μ/k); integrating it between aμ and aμ+t gives the change −tlog⁡a+O(t2/μ). The value at aμ is aμ(1−log⁡a). Substitution in step 1.1 proves the displayed expansion. Since k/(log⁡n)→aγ>0 and t remains bounded, exponentiation, with exp⁡(−γI(a)log⁡n)=n−γI(a) by [F6], gives both positive constant bounds in the Statement.

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