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The Signal to Interference Plus Noise Ratio (SINR) on a wireless link is an important basis for consideration of outage, capacity, and throughput in a cellular network. It is therefore important to understand the SINR distribution within such networks, and in particular heterogeneous cellular networks, since these are expected to dominate future network deployments . Until recently the distribution of SINR in heterogeneous networks was studied almost exclusively via simulation, for selected scenarios representing pre-defined arrangements of users and the elements of the heterogeneous network such as macro-cells, femto-cells, etc. However, the dynamic nature of heterogeneous networks makes it difficult to design a few representative simulation scenarios from which general inferences can be drawn that apply to all deployments. In this paper, we examine the downlink of a heterogeneous cellular network made up of multiple tiers of transmitters (e.g., macro-, micro-, pico-, and femto-cells) and provide a general theoretical analysis of the distribution of the SINR at an arbitrarily-located user. Using physically realistic stochastic models for the locations of the base stations (BSs) in the tiers, we can compute the general SINR distribution in closed form. We illustrate a use of this approach for a three-tier network by calculating the probability of the user being able to camp on a macro-cell or an open-access (OA) femto-cell in the presence of Closed Subscriber Group (CSG) femto-cells. We show that this probability depends only on the relative densities and transmit powers of the macro- and femto-cells, the fraction of femto-cells operating in OA vs. Closed Subscriber Group (CSG) mode, and on the parameters of the wireless channel model. For an operator considering a femto overlay on a macro network, the parameters of the femto deployment can be selected from a set of universal curves.