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Digital shifts preserve net counts and uniform marginals
Statement
Let be a -net in base and apply the digital shift of Digital shift randomization in base . Each shifted point is uniform on and, with probability one, the shifted array remains a -net.
Facts & Assumptions
Given: The net and the independent digit shifts in the digital-shift definition.
-nets in base : The net has exactly points in every base- elementary interval of total digit depth .
Digital shift randomization in base : Every input digit is shifted modulo by one uniform digit shared across all points in its coordinate and digit position.
A single uniform variable supplies countably many independent base- digits: The shift digits are mutually independent and uniform on .
Dynkin's pi-lambda theorem: Agreement on a generating -system extends to agreement of the corresponding probability measures on all Borel sets.
For the sequence is null, and for the sequence diverges to : Since , as .
Proof
Given: , the -net, and the random shift digits.
For a fixed point and coordinate, adding an independent uniform digit modulo makes the output digit uniform; the output digits are independent because the shift digits at distinct positions are independent. Thus every prescribed output prefix of length has probability . For each , the event that every output digit from position onward is is contained, for every , in the event that its first tail digits are all , which has probability ; [F5] makes that tail event null. Outside the countable union of these null events, each prefix places the numeric output in its corresponding half-open interval, not at its right endpoint. These intervals form a generating -system, so [F4] extends the prefix probabilities to the uniform Borel law. The coordinate shift streams are independent, hence the same cylinder calculation for rectangles in gives each vector the uniform cube law. The half-open modification at output value changes only a null event.
For any coordinate and depth , adding a fixed digit word modulo is a bijection of the finite set of length- words. The full coordinatewise map is therefore a bijection of the depth-vector digit boxes. It permutes, without splitting, all boxes of total depth , preserving their point counts. Outside the null expansion events in step 1.1 these digit boxes are exactly the numeric half-open elementary intervals, so [F1] gives the same count in each shifted box.
Step 1.1 proves each shifted point uniform, and step 2.1 proves preservation of the net counts with probability one.
Depends on
Used by
Dependency tree · two levels
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Sources
- Art B. Owen, Monte Carlo Book: The Quasi-Monte Carlo Parts, Chapter 17 §17.6 (standard reference, not scraped)
- Pierre L’Ecuyer and Christiane Lemieux, Recent Advances in Randomized Quasi-Monte Carlo Methods, §5.2 (standard reference, not scraped)