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Let $B=\{0,1\}^n$ be the set of length $n$ bit-strings with the uniform distribution, and let $\mathcal{F}=\{f:B\to \{0,1\}\}$ be the set of all binary functions on $B$.

What is the maximal size of an independent collection of functions from $\mathcal{F}$? I.e., what is the largest $N$ such that there exist $f_i\in\mathcal{F}$ with $$ \mathbb{P}(f_i=\epsilon_i, i\in I)=\prod_{i\in I}\mathbb{P}(f_i=\epsilon_i) $$ for all choices $\epsilon_i\in\{0,1\}$ and subsets $I\subseteq\{1,\ldots, N\}$?

I guess this is equivalent to asking for the maximal number of independent subsets of $B$, i.e. what is the largest number $N$ such that there exist $A_i\subseteq B$ with $$ \mathbb{P}\left(\bigcap_{i\in I}A_i\right)=\prod_{i\in I}\mathbb{P}(A_i), $$ for all $I\subseteq\{1,\ldots, N\}$, where $\mathbb{P}(A)=|A|/2^n$?

I don't see any way to count these off the top of my head, although there are maybe some obvious sets of independent functions (e.g. the coordinate functionals). Perhaps this is the best one can do, the intuition being "$n$ independent bits $\Leftrightarrow$ $n$ independent subsets"? (Disregarding the "trivial" events $\emptyset$, $B$, corresponding to constant functions.)


The paper Independent Events in a Discrete Uniform Probability Space considers the problem more generally, with the uniform distribution on finite sets.

Theorem 5 there backs up the "intuitive" answer $N=n$ to my question (ignoring constant functions/(co)null sets).

yoyo
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  • I imagine there's an information-theoretic (or counting) argument that you can't generate more independent bits than you start with. – Karl May 12 '22 at 14:07
  • I guess the information-theoretic argument is that since deterministic functions can't increase entropy, we can never generate more than $\log_2|B|$ independent binary outputs each carrying a full bit of entropy - but this doesn't rule out the possibility of generating a larger number of independent outputs with average entropy less than 1 bit each. However, d.k.o.'s answer shows that this is impossible. – Karl May 13 '22 at 00:29

3 Answers3

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Here's a proof that if the sample space $B$ has size $p^n$ where $p$ is prime, then we can have at most $n$ non-trivial independent events. (The simpler answer suggested by d.k.o. gives the same result for $p=2$.)

Suppose $A_1,...,A_N$ are independent and none of them is empty or equal to $B$.

Note that $\nu_p(|A_i|)\le n-1$ for each $i$ (where $\nu_p$ is the $p$-adic order); otherwise we'd have either $|A_i|=0$ or $|A_i|\ge p^n=|B|$.

Independence says that $\frac{|\bigcap_{i=1}^N A_i|}{|B|}=\prod_{i=1}^N{\frac{|A_i|}{|B|}}$. Multiplying through by $|B|^N$, we see that $\prod_{i=1}^N{|A_i|}$ is divisible by $|B|^{N-1}=p^{n(N-1)}$.

Therefore, $n(N-1)\le\nu_p(\prod_{i=1}^N |A_i|)=\sum_{i=1}^N\nu_p(|A_i|)\le N(n-1)$, so $\frac{N-1}N\le\frac{n-1}n$, so $N\le n$.

Karl
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Since $|\Omega|=|\{0,1\}^n|=2^n$, there can be at most $n$ non-trivial independent events in $2^{\Omega}$. Thus, excluding the constant functions $f\equiv 1$ and $f\equiv 0$, there can be at most $n$ mutually independent random variables taking values in $\{0,1\}$.

  • I think OP is asking for a proof of your first sentence. – Karl May 12 '22 at 22:33
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    @Karl The proof can be found on this site easily, e.g. Q1, Q2. –  May 12 '22 at 22:42
  • I see, with $N$ non-trivial independent events, independence implies that each of the $2^N$ different observable $N$-tuples is possible, so we need at least as many points in the sample space. – Karl May 12 '22 at 23:53
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Here is a constructive converse of the accepted answer for completeness ($P=\{0,1,\ldots,p-1\}^n$, $p$ prime). As suggested in the question, the $n$ cylinder sets $P_i=\{x=(x_1,\ldots,x_n)\in P : x_i=0\}$ are mutually independent. For $I\subseteq\{1,\ldots, n\}$ we have $$ \frac{1}{p^n}\left|\bigcap_{i\in I}P_i\right|=\frac{1}{p^n}|\{x\in P : x_i=0 \ \forall i\in I\}|=\frac{1}{p^n}p^{n-|I|}=\frac{1}{p^{|I|}}=\prod_{i\in I}\frac{p^{n-1}}{p^n}=\prod_{i\in I}\frac{|P_i|}{|p^n|}. $$ (Of course, $p$ doesn't have to be prime for this to give independent sets, but it is a maximal family when $p$ is prime.)

yoyo
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