Two different knobs.
The reward distribution says which outcomes can occur at a transition and with what probability. Gamma says how strongly later rewards enter the return.
Enumerate every finite-horizon return, inspect the probability mass, and separate immediate reward noise from the temporal weight applied by gamma.
The reward distribution says which outcomes can occur at a transition and with what probability. Gamma says how strongly later rewards enter the return.
Set gamma to zero and future terms disappear. The immediate reward remains random, so its variance survives intact.
Gamma is not a probability that the future exists. It is a return-weighting convention tied to time preference and continuing-task modeling.
With +1 or -1 as the immediate reward, gamma zero still leaves two possible returns. Nonzero variance follows directly.
Change reward odds and gamma separately. Ask whether the distribution changed, the time weights changed, or both.