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  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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Sharp gain bound for scrambled (0,m,d)-nets

Statement

Assume Countable Choice. Let a1,…,an be a (0,m,d)-net in base b≥max⁡(d,2), with n=bm. For every nonempty u and every scale vector κ, the nested-scramble gain of ANOVA variance identity for nestedly scrambled point sets satisfies Γu,κ≤(bb−1)min⁡(m,d−1).

Facts & Assumptions

Given: Countable Choice, a (0,m,d)-net, and a nonempty coordinate subset u.

[F1]

(λ,t,m,d)-nets in base b: At total digit depth m, every elementary interval contains exactly one net point.

[F2]

Pair-count formula for scrambled-net gain coefficients: The gain is determined by the ordered pair counts at depths κ+1V.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is inherited through the L2 gain formula.

Proof

technique · direct

Given: The objects and assumptions in the Statement.

1.1F1givenalgebra

Put r=∣u∣ and k=∣κ∣. At total digit depth ℓ≤m, every cell contains bm−ℓ points by partitioning it into depth-m cells, so its ordered-pair count is n2b−ℓ. At depth ℓ≥m, each cell lies in a depth-m cell containing one point, so the total ordered-pair count is n.

2.1A1F2step 1.1algebra

Substitute these counts into [F2]. If k+r≤m, every term uses the first count and the alternating sum is zero. If k≥m, every term uses the second count and the binomial theorem gives Γu,κ=1. In the remaining case m−r<k<m, let c=m−k, so 1≤c<r. Grouping subsets by cardinality and using the partial binomial identity gives Γu,κ=gr,c:=1+(−1)r(b−1)r−1∑j=0c−1(r−1j)(−b)j.

3.1step 2.1givenalgebra

Suppose r=c+2L for an integer L≥1. For Tj=(r−1j)bj and 1≤j≤c−1, the ratio Tj/Tj−1=b(r−j)/j≥1, since b≥r and j≤r−2. Pairing adjacent terms in the alternating sum shows its sign is (−1)c−1 and its absolute value is at most Tc−1. Since (−1)r=(−1)c, the correction to 1 in gr,c is nonpositive. Hence gr,c≤1.

3.2step 2.1givenalgebra

Suppose r=c+2L−1 for an integer L≥1. Define Sr,c−1=∑j=0c−1(r−1j)(−b)j and Tj=(r−1j)(−b)j, with T−1=0. Pascal's identity, applied termwise, gives (b−1)2Sr,c−1−Sr+2,c−1=b(b−2)Tc−1+b2Tc−2. Using the formula in step 2.1 and the parity r=c+2L−1 therefore gives gr,c−gr+2,c=bc(b−1)r+1((b−2)(r−1c−1)−(r−1c−2)). If c=1, the second binomial is zero. If c≥2 and r+2≤d≤b, then (r−1c−2)/(r−1c−1)=(c−1)/(2L). The condition r+2=c+2L+1≤b gives (c−1)/(2L)≤(b−2L−2)/(2L)≤b−2. Thus gr,c≥gr+2,c whenever the larger dimension r+2 is allowed.

4.1step 2.1step 3.1step 3.2algebra∎

Repeatedly applying step 3.2 shows every allowed odd-offset gain is at most gc+1,c. By the binomial theorem, ∑j=0c−1(cj)(−b)j=(1−b)c−(−b)c, so step 2.1 gives gc+1,c=(b/(b−1))c. The even-offset case is at most 1 by step 3.1, and the other two cases are 0 or 1. Since c=m−k≤m and c<r≤d, every gain is at most (b/(b−1))min⁡(m,d−1).

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