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Fixed-quality net gain coefficients are uniformly bounded

Statement

Assume Countable Choice. Let a1,…,an be a (λ,t,m,d)-net in base b, with n=λbm and 1≤λ<b. For every nonempty u⊆{1,…,d} and κ∈N∣u∣, the gain from ANOVA variance identity for nestedly scrambled point sets satisfies Γu,κ=0if ∣κ∣+∣u∣≤m−t, and otherwise ∣Γu,κ∣≤λbt+∣u∣−1≤λbt+d−1.

Facts & Assumptions

Given: The net, its parameters, the scramble, and u,κ.

[F1]

(λ,t,m,d)-nets in base b: Every base-b elementary interval of total digit depth m−t contains exactly λbt points.

[F2]

Pair-count formula for scrambled-net gain coefficients: The gain is the alternating finite sum of pair counts Cu(κ+1V).

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is inherited through [F2].

Proof

technique · direct

Given: Countable Choice, the net, and the parameters in the Statement.

1.1F1givenalgebra

If an elementary interval has total digit depth L≤m−t, it is partitioned into bm−t−L intervals of depth m−t. By [F1] it therefore contains λbtbm−t−L=λbm−L=nb−L points. Thus the number of ordered point pairs agreeing at any coordinate-depth vector ℓ with ∣ℓ∣≤m−t is Cu(ℓ)=b∣ℓ∣(nb−∣ℓ∣)2=n2b−∣ℓ∣.

2.1A1F2step 1.1algebra

If ∣κ∣+∣u∣≤m−t, every depth vector κ+1V in [F2] has total depth at most m−t. Step 1.1 then makes b∣V∣Cu(κ+1V)=n2b−∣κ∣ independent of V. The alternating sum over all V⊆u is (1−1)∣u∣=0, so Γu,κ=0.

2.2F1F2step 1.1algebra

Otherwise, a nonzero product of Υ factors requires the second point to share with the first its coarse prefixes of total depth ∣κ∣. If ∣κ∣≤m−t, step 1.1 and ∣κ∣≥m−t−∣u∣+1 bound the number of such points by nb−∣κ∣≤λbt+∣u∣−1. If ∣κ∣>m−t, the coarse cell lies inside a depth-(m−t) cell containing λbt≤λbt+∣u∣−1 points. Each factor Υ has absolute value at most 1, so for each first point the absolute row sum is at most this cell count. Summing over n first points and dividing by n gives ∣Γu,κ∣≤λbt+∣u∣−1.

3.1step 2.2algebra∎

Since ∣u∣≤d, the first bound in step 2.2 is at most λbt+d−1, proving the remaining inequality.

Depends on

Used by

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Sources