How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
A digital shift and a nested scramble give different error laws
Example
Use the base- net in one dimension and . Compare its digital shift and nested uniform scramble. Both randomizations preserve the net almost surely and make each point uniform, but their estimate variances differ.
Facts & Assumptions
Given: The input points , the integrand , and the two randomizations.
Digital shift randomization in base : A digital shift adds the same random base- digit at each position to every point.
Nested uniform scrambling of a finite point set: A nested scramble uses independent permutations at distinct input-prefix nodes.
Digital shifts preserve net counts and uniform marginals: Digital shifts preserve the net almost surely and make each point uniform.
Nested uniform scrambles preserve net counts and uniform marginals: Nested scrambles preserve the net almost surely and make each point uniform.
Expectation of a nonnegative or integrable random variable: Expectation is integration against the probability law.
Moments, variance, and covariance on a probability space: Variance is the centered second moment of a square-integrable variable.
Dynkin's pi-lambda theorem: Agreement on a generating -system determines the Borel probability law.
Expectations factor over finite products of independent random variables: Integrable functions of independent random variables have factored product expectation.
The Lebesgue integral is linear on : Expectation is linear on integrable real random variables.
Verification
Under a binary digital shift, the two output first digits are opposite and their later digits agree. Outside the null event that the shared tail is eventually all ones, their numeric half-open representatives therefore have average , where . For any fixed starting position, the event that the independent fair digits are all one from there onward has probability at most for every ; [F10] makes each such tail event null, so their countable union is null. A prescribed prefix of tail digits has probability and places in a half-open dyadic interval of length , exactly its probability under . These intervals generate the Borel sets of , and [F7] gives . Hence [F5] and [F6] give and ; the null representative choice does not change these moments.
Under nested scrambling, the two distinct first input digits are sent to opposite halves. After that first digit their input-prefix nodes are distinct, so the two subsequent digit streams are independently scrambled. Conditional on which point enters which half, they are independent uniforms on their respective half intervals, and either assignment gives the same law for their average. Hence this is also the unconditional law. Each has variance , so [F8]–[F9] give the average variance .
By [F3] and [F4], both rules have uniform marginals and preserve the same finite net almost surely. Their estimates nevertheless have variances and , respectively, for this . Thus marginal uniformity and almost-sure exact net preservation alone do not determine the randomization error law.
Depends on
- Digital shift randomization in base $b$
- Nested uniform scrambling of a finite point set
- Digital shifts preserve net counts and uniform marginals
- Nested uniform scrambles preserve net counts and uniform marginals
- Expectation of a nonnegative or integrable random variable
- Moments, variance, and covariance on a probability space
- Dynkin's pi-lambda theorem
- Expectations factor over finite products of independent random variables
- The Lebesgue integral is linear on $L^1(\mu)$
- For $|r| < 1$ the sequence $r^k$ is null, and for $|r| > 1$ the sequence $|r|^k$ diverges to $+\infty$
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Art B. Owen, Monte Carlo Book: The Quasi-Monte Carlo Parts, Chapter 17 §§17.5–17.6 (standard reference, not scraped)
- Pierre L’Ecuyer and Christiane Lemieux, Recent Advances in Randomized Quasi-Monte Carlo Methods, §§5.2–5.3, 6.2 (standard reference, not scraped)