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No heads in a Poisson number of fair tosses

Question

Let N∼Poisson(2)N\sim\text{Poisson}(2), and toss a fair coin NN times. The probability that none of the tosses land heads can be written as eae^{a} with aa rational. Find aa.

Short answer

a=−1a=-1. The number of heads is a thinned Poisson, so it is Poisson with mean 2⋅12=12\cdot\tfrac12=1, and P(no heads)=e−1P(\text{no heads})=e^{-1}. Equivalently, ∑ne−22nn!2−n=e−2e1\sum_n e^{-2}\tfrac{2^n}{n!}2^{-n}=e^{-2}e^{1}.

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