First include the mean-gain calculation preceding the numbered clauses. At each electron-multiplying CCD stage one electron contributes an expected electrons to the next stage. If is the charge after stage , conditional expectation gives . Iteration from input electrons yields
For small , if corrections of order are negligible.
In the high-gain approximation the output from one input electron has an exponential distribution of scale . Independent input electrons produce independent cascades, and their charges add. By convolution of independent random variables, assuming the formula for inputs,
Together with the single-electron base case this proves
It is a gamma distribution with shape and scale , so it is normalized and has expected value and variance . The formula is a continuous approximation to discrete output charge, not an exact integer-valued branching distribution; for there is a point mass at zero instead.