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Fixed-quality net gain coefficients are uniformly bounded
Statement
Assume Countable Choice. Let be a -net in base , with and . For every nonempty and , the gain from ANOVA variance identity for nestedly scrambled point sets satisfies and otherwise
Facts & Assumptions
Given: The net, its parameters, the scramble, and .
-nets in base : Every base- elementary interval of total digit depth contains exactly points.
Pair-count formula for scrambled-net gain coefficients: The gain is the alternating finite sum of pair counts .
The Axiom of Countable Choice (): Countable Choice is inherited through [F2].
Proof
Given: Countable Choice, the net, and the parameters in the Statement.
If an elementary interval has total digit depth , it is partitioned into intervals of depth . By [F1] it therefore contains points. Thus the number of ordered point pairs agreeing at any coordinate-depth vector with is .
If , every depth vector in [F2] has total depth at most . Step 1.1 then makes independent of . The alternating sum over all is , so .
Otherwise, a nonzero product of factors requires the second point to share with the first its coarse prefixes of total depth . If , step 1.1 and bound the number of such points by . If , the coarse cell lies inside a depth- cell containing points. Each factor has absolute value at most , so for each first point the absolute row sum is at most this cell count. Summing over first points and dividing by gives .
Since , the first bound in step 2.2 is at most , proving the remaining inequality.
Depends on
Used by
Dependency tree · two levels
18 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Art B. Owen, Local Antithetic Sampling with Scrambled Nets, §5.1, Theorem 3 (standard reference, not scraped)
- Art B. Owen, Monte Carlo Variance of Scrambled Net Quadrature, §7 (standard reference, not scraped)