Low-discrepancy quasi-uniform digital nets in every dimension: blueprint

9 The first-order deficit: certificates and ceilings

9.1 The certified deficit of a design

The cost of a configuration is \(|\sigma _b|+\mathrm{jit}_b\) if exactly one moving coordinate \(b\) is backward, \(0\) if at least two are, and \(+\infty \) if none is. The certified deficit \(K(F)\) is the maximum of the cost over all configurations, and \(\sigma _{\max }(F)\) is the maximum of \(|\sigma _i|\) over all configurations and all \(i\).

Proposition 77 Certificate for all large \(q\)
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Let \(F\) be a design with \(K=K(F){\lt}\infty \) and \(\sigma _{\max }=\sigma _{\max }(F)\), and put

\[ q_{\mathrm{tail}}(K,\sigma _{\max })=\max \Bigl(\sigma _{\max }+1,\ \Bigl\lceil \frac{\sqrt2(\sigma _{\max }+1)-K}{\sqrt2-1}\Bigr\rceil \Bigr). \]

Then \(\mathrm{LB}\ge 1-K/q\) for every \(q\ge q_{\mathrm{tail}}(K,\sigma _{\max })\), where \(\mathrm{LB}\) is the relaxation of Lemma 4 for \(F\) or for any truncation \((F_0,\dots ,F_{L'-1})\), \(L'\le L\).

Proof ▼

Fix a configuration and let \(q\ge q_{\mathrm{tail}}\), so \(q{\gt}\sigma _{\max }\ge |\sigma _i|\) for all \(i\). For a moving backward coordinate \(i\) the bound \(b_i\) of Lemma 4 is \(q-|\sigma _i|-\mathrm{jit}_i\ge 0\): for \(e_i=1\) and \(-q{\lt}\sigma _i{\lt}0\), \(\bar\sigma _i=q+\sigma _i\) and the two options give \(|q+t|\in \{ 2q-|\sigma _i|,\, q-|\sigma _i|\} \); for \(\sigma _i=0\) the only option gives \(q\); \(e_i=-1\) is symmetric. If at least two coordinates are backward, \(\sum _ib_i^2\ge 2(q-\sigma _{\max }-1)^2\ge (q-K)^2\), because \(\sqrt2(q-\sigma _{\max }-1)\ge q-K\) is the second condition on \(q_{\mathrm{tail}}\) (and \(K\le \sigma _{\max }+1\le q\)). If exactly one coordinate \(b\) is backward, \(\sum _ib_i^2\ge (q-|\sigma _b|-\mathrm{jit}_b)^2\ge (q-K)^2\). No backward coordinate is excluded by \(K{\lt}\infty \). So every configuration gives \((\sum _ib_i^2)^{1/2}/q\ge 1-K/q\). The configurations of a truncation are among those of \(F\), with the same \(\sigma \) (Lemma 4, capped carry depths), so its \(\mathrm{LB}\) is at least that of \(F\).

Lemma 78 The relaxation stops at one
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Let \(F\) be a design with some nonzero off-diagonal entry \(F_0[a][b]\). Then \(K(F)\ge 1\).

Proof ▼

Write \(M=F_0\) and consider the carry-free steps \(e=\mathbf{e}_a+\varepsilon \mathbf{e}_b\), \(\varepsilon =\pm 1\), along which only \(a\) and \(b\) move, with \(\sigma _a=M_{aa}+\varepsilon M_{ab}\) and \(\varepsilon \sigma _b=M_{bb}+\varepsilon M_{ba}\). If for some \(\varepsilon \) at most one of \(a\), \(b\) is backward, that configuration costs at least \(\mathrm{jit}=1\), or \(+\infty \). Otherwise \(M_{aa}+\varepsilon M_{ab}\le 0\) for both signs, so \(M_{aa}\le -|M_{ab}|\le -1\), and the one-axis step along \(a\) without carry costs \(-M_{aa}\ge 1\).

9.2 The first-order ceiling

Let \(p\) be an odd prime, \(k\ge 2\), and let \(\mathcal P\) be a digital \((0,3k,3)\)-net over \(\mathbb {F}_p\) with normalized minimum distance \(c=\delta N^{1/3}\) (toroidal or not). Let \(a\), \(b\), \(b'\) be the three coordinates \(x\), \(y\), \(z\) in some order.

  1. If \(\tilde M_{aa}\le -1\), then \(c^2{\lt}(1-1/p+p^{1-k})^2+\bigl((|\tilde M_{ba}|+1)^2+(|\tilde M_{b'a}|+1)^2\bigr)/p^2\).

  2. If \(\tilde M_{aa}\ge 1\), then \(c^2{\lt}\bigl((\tilde M_{aa}+1)^2+(|\tilde M_{ba}|+1)^2+(|\tilde M_{b'a}|+1)^2\bigr)/p^2\).

Proof ▼

Let \(\mu \in \{ 1,\dots ,p-1\} \) be the least nonnegative residue of \((\Phi _{aa})_{0,k-1}\), so \(\mu =p+\tilde M_{aa}\) in (i) and \(\mu =\tilde M_{aa}\) in (ii). Take a cell \(n\) with \(n_a=0\) and its neighbour \(n+e_a\); only the last digit of \(n_a\) changes, so each offset digit of each coordinate changes by a constant modulo \(p\), the first one of coordinate \(u\) by \((\Phi _{ua})_{0,k-1}\). Require (A) the first \(k-1\) offset digits of \(a\) all equal \(p-1\), and (B) for \(u\in \{ b,b'\} \), the first offset digit of \(u\) is not in the set \(W_u\) of the \(|\tilde M_{ua}|\) digit values on which adding \(\tilde M_{ua}\) leaves \(\{ 0,\dots ,p-1\} \). Under (A) the first offset digit of \(a\) becomes \(\mu -1\), the next \(k-2\) (all \(p-1\)) can only decrease, and the remaining digits contribute less than \(p^{1-k}\). So in cell units \(\Delta _a=\mu /p+\theta \) with \(-1/p{\lt}\theta {\lt}p^{1-k}\). Under (B), the first offset digit of \(u\) changes by exactly \(\tilde M_{ua}\), so \(|\Delta _u|{\lt}(|\tilde M_{ua}|+1)/p\). In (i), \(0{\lt}\Delta _a{\lt}1-1/p+p^{1-k}\); in (ii), \(0{\lt}\Delta _a{\lt}\tilde M_{aa}/p+p^{1-k}\le (\tilde M_{aa}+1)/p\) since \(k\ge 2\). It remains to find such a cell. The \(p^{2k}\) indices with \(n_a=0\) are parametrized by \((n_b,n_{b'})\). By the \(t=0\) boxes \((2k-1,k+1,0)\) and \((2k-1,0,k+1)\) (order \(a,b,b'\)), exactly \(p^{k+1}\) of them satisfy (A), and among these the first offset digits of \(b\) and of \(b'\) each take every value exactly \(p^k\) times. Hence at most \((|W_b|+|W_{b'}|)p^k\le (p-1)p^k{\lt}p^{k+1}\) of them violate (B), since \(|\tilde M_{ua}|\le (p-1)/2\). The pair \(n\), \(n+e_a\) lies inside the cube, so it bounds the toroidal and the Euclidean distance.

Corollary 80 First-order ceiling in dimension three
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Let \(p\) be an odd prime and \(k\ge 2\). Suppose the first offset digit of some coordinate \(a\) of a digital \((0,3k,3)\)-net over \(\mathbb {F}_p\) depends on the last cell digit of \(a\) with a coefficient whose centred representative is nonzero, and the coefficients of the other two coordinates on that digit are bounded by \(C\ge 1\) in absolute value. If that representative is \(\le -1\) and \(k\ge 3\), then \(\delta N^{1/3}{\lt}1-1/p+7C^2/p^2\). If it lies in \([1,C]\), then \(\delta N^{1/3}{\lt}4C/p\).

Proof ▼

The coefficient of the corollary is \(\tilde M_{aa}\); let \(|\tilde M_{ba}|,|\tilde M_{b'a}|\le C\), \(C\ge 1\). In (i) of Proposition 79, with \(k\ge 3\), put \(\alpha =1-1/p+p^{1-k}\ge 2/3\) and \(\beta =\bigl((|\tilde M_{ba}|+1)^2+(|\tilde M_{b'a}|+1)^2\bigr)/p^2\le 8C^2/p^2\); then \(c{\lt}\sqrt{\alpha ^2+\beta }\le \alpha +\beta /(2\alpha )\le \alpha +6C^2/p^2\), and \(p^{1-k}\le 1/p^2\le C^2/p^2\), so \(c{\lt}1-1/p+7C^2/p^2\). In (ii), with \(1\le \tilde M_{aa}\le C\), \(c^2{\lt}3(C+1)^2/p^2\le 12C^2/p^2\), so \(c{\lt}4C/p\). (For \(k=2\) the term \(p^{1-k}=1/p\) cancels the \(-1/p\); hence \(k\ge 3\).)

Corollary 81 Ceiling in every dimension
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Let \(s\ge 3\), \(k\ge 2\), and let \(\mathcal P\) be a digital \((0,sk,s)\)-net over \(\mathbb {Z}/q\mathbb {Z}\), \(q\ge 3\), in graph form, with geometric layer \(\tilde M\) and \(c=\delta N^{1/s}\) (toroidal or not). Let \(a\) be a coordinate with \(\sum _{u\ne a}|\tilde M_{ua}|{\lt}q\).

  1. If \(\tilde M_{aa}\le -1\), then

    \[ c^2{\lt}\Bigl(1-\frac{|\tilde M_{aa}|}q+q^{1-k}\Bigr)^2+\sum _{u\ne a}\frac{(|\tilde M_{ua}|+1)^2}{q^2}. \]
  2. If \(\tilde M_{aa}\ge 1\), then

    \[ c^2{\lt}\frac{(\tilde M_{aa}+1)^2+\sum _{u\ne a}(|\tilde M_{ua}|+1)^2}{q^2}; \]

    in particular \(c{\lt}\sqrt s\, (C+1)/q\) if \(|\tilde M|\le C\).

Proof ▼

The proof of Proposition 79 applies with all counts multiplied by \(q^{(s-3)k}\) and \(\Delta _a=\mu /q+\theta \), \(\mu =q+\tilde M_{aa}\) in (i), \(\mu =\tilde M_{aa}\) in (ii) (where \(0{\lt}\Delta _a{\lt}(\tilde M_{aa}+1)/q\) as \(k\ge 2\)). The boxes used have depth \(0\) off \(a\) and the transverse coordinate considered, and total depth \(\le 3k\le sk\); no field structure is used; and the union bound over \(u\ne a\) leaves a cell because \(\sum _{u\ne a}|\tilde M_{ua}|{\lt}q\).

Remark 82 The sign of the diagonal; diagonal zero
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Case (i) of the sign analysis in the proof of Theorem 48 uses the diagonal entry \(-1\) of \(M\): on a step along its own axis a coordinate moves by \(1-1/q\) cells, slightly less than a full cell, never slightly more. Replacing it by \(+1\) (in \(\mathcal P_{k,q}\): row \(k\) of \(E\) becomes \((Ed)_k=-d_{k-1}+d_k\), which changes only the entry \((\Phi _{cc})_{0,k-1}\)) keeps \(t=0\) (Lemma 2(a)), but for odd prime \(q\) Proposition 79(ii) caps the minimum distance at \(O(1/q)\). If \(\tilde M_{aa}=0\) for all \(a\), Proposition 79 does not apply; heuristically such layers stay below \(1-1/p\) at first order too, but the argument would need a joint condition on three digits that is not a single box, and we have no proof (Remark 126(1)).

9.3 Dimension four

Let \(F\) be the design of Appendix app:designs on the places \(\infty ,0,1,2\) with \(\lambda '\equiv 1\), and for odd \(q\) and \(k\ge 1\) let \(\mathcal P^F_{k,q}\) be the net of Definition 15, \(N=q^{4k}\). Then:

  1. \(\mathcal P^F_{k,q}\) is a digital \((0,4k,4)\)-net over \(\mathbb {Z}/q\mathbb {Z}\) for every odd \(q\ge 3\) and every \(k\ge 1\); every box minor of its generator matrices over \(\mathbb {Z}[\frac12]\) is \(\pm 2^i\), every cell holds exactly one point, and \(h\le 2N^{-1/4}\);

  2. for every odd \(q\ge 17\) and every \(k\ge 1\) the toroidal (hence also Euclidean) minimum distance satisfies \(\delta N^{1/4}\ge 1-2/q\);

  3. for every odd \(q\ge 17\) and every \(k\ge 2\), toroidal or Euclidean, \(\delta N^{1/4}{\lt}1-2/q+8/q^2\).

So for \(k\ge 2\) the first-order deficit of these nets is exactly \(2\).

Proof ▼

(1) Exact interpolation shows that every column of every partial sum \(M^{(j)}\) is admissible (Proposition 18): its polynomial \(g_{d,j}\) has degree \(j\), coefficients in \(\mathbb {Z}[\frac12]\) and leading coefficient \(\pm 2^i\). So the residual problem is solvable over \(R'=\mathbb {Z}[\frac12]\), and Corollary 16 gives the net property with box minors in \(\mathbb {Z}[\frac12]^\times =\{ \pm 2^i\} \), units modulo every odd \(q\); a cell has diameter \(2q^{-k}=2N^{-1/4}\).

(2) (H1) and (H2) of Lemma 4 hold by Proposition 14 and Definition 15, with \(L=\min (k,3)\). Full enumeration of the \(2400\) configurations gives \(K(F)=2\) and \(\sigma _{\max }(F)=7\), so \(q_{\mathrm{tail}}=23\) and Proposition 77 gives \(\mathrm{LB}\ge 1-2/q\) for \(q\ge 23\) and every \(k\ge 1\). For \(q=17,19,21\) the exact relaxation (with \(L=3\), which bounds those with \(L{\lt}3\)) is \(\mathrm{LB}=(q-2)/q\). The bound is attained: the one-axis step along \(\infty \) without carry has \(\sigma =(-2,1,1,1)\), so \(b=q-2\) for the moving coordinate and \(b=0\) for the others.

(3) As \(|F_0|\le 2{\lt}q/2\), the geometric layer is \(\tilde M=F_0\), and column \(\infty \) of \(F_0\) is \((-2,1,1,1)\). This is the sharpness argument of Theorem A (Section 4.3). Equivalently, it is Corollary 81(i) with \(a=\infty \) without its term \(q^{1-k}\): that term accounts for the deeper offset digits of the moving coordinate, and here they do not change, by (H2). So the own-axis step \(e_\infty \) from a cell whose last digit of \(n_\infty \) is not \(q-1\) and whose first offset digit \(r_\infty \) is at least \(2\) moves coordinate \(\infty \) by exactly \(1-2/q\) cells, and as \(\sum _{u\ne \infty }|F_0[u][\infty ]|=3{\lt}q\), the union bound of that argument leaves such a cell at which every other coordinate \(u\) moves by less than \((|F_0[u][\infty ]|+1)/q\). Hence \(c^2{\lt}(1-2/q)^2+12/q^2\) for every \(k\ge 2\), toroidal and Euclidean (the pair lies inside the unit cube). With \(\alpha =1-2/q\ge 15/17\) we get \(c{\lt}\alpha +6/(\alpha q^2)\le 1-2/q+\frac{102}{15}/q^2{\lt}1-2/q+8/q^2\).

Remark 84 Why the entries have size two
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For any four places with unit differences and every base \(q\ge 2\) other than \(3\), no Cauchy layer \(\lambda _c\mu _dw_{cd}\) (\(c\ne d\)) has all twelve off-diagonal entries in \(\{ \pm 1\} \) modulo \(q\). Indeed, the two terms of Lemma 19(X) would be \(\pm 1\), and \(\pm 1\pm 1=1\) forces \(1=0\) or \(3=0\) in \(\mathbb {Z}/q\mathbb {Z}\). So in dimension four no net in the frame orbit (the nets obtained from a frame by scrambles and gauge moves, Section 3) has a \(\pm 1\) layer like the layer \(M\) of dimension three; this does not decide whether \(K=1\) is possible.

9.4 The case \(k=1\)

Let \(q\ge 3\) and let \(\mathcal P\) be a digital net over \(\mathbb {Z}/q\mathbb {Z}\) in graph form with depths \((1,\dots ,1)\) (\(m=s\), \(N=q^s\)) whose first offset rows form an integer matrix \(F_0\) (diagonal included, reduced modulo \(q\)) and whose deeper rows vanish in their own column (the offset digits after the first do not depend on the point’s own cell digit: (H2) of Lemma 4). Let \(\mathrm{LB}_1(q)\) be the relaxation \(\mathrm{LB}\) of Lemma 4 for the design \((F_0)\) (\(L=1\), \(\sigma =F_0e\)), and \(K_1=K((F_0))\), \(\sigma _{\max ,1}=\sigma _{\max }((F_0))\) (Definition 76). Then:

  1. \(\delta N^{1/s}\ge \mathrm{LB}_1(q)\) (toroidal, hence Euclidean), and \(\mathrm{LB}_1(q)\ge 1-K_1/q\) for \(q\ge q_{\mathrm{tail}}(K_1,\sigma _{\max ,1})\);

  2. for a design \(F\) realized by Definition 15, \(\mathrm{LB}_1(q)\) is at least the relaxation of \(F\) at the same \(q\) for every \(k\ge 2\); so the lower bounds of Propositions 21 and 77 and of Theorem A(2) hold at \(k=1\);

  3. let \(a\) be a coordinate with \(-F_0[a][a]=K_1\) and let \(q{\gt}2\max |F_0|\). If \(\gcd (\det F_0,q)=1\), or if \(\mathcal P\) is a \((0,s,s)\)-net with \(s\ge 4\) and \(\sum _{u\ne a}|F_0[u][a]|{\lt}q\), then

    \[ \delta N^{1/s}{\lt}\Bigl(\Bigl(1-\frac{K_1}q\Bigr)^2+\sum _{u\ne a}\frac{(|F_0[u][a]|+1)^2}{q^2}\Bigr)^{1/2} \]

    for the toroidal distance, in the second case also for the Euclidean one. With (1), \(\delta N^{1/s}=1-K_1/q+O(q^{-2})\).

Proof ▼

(1) The hypotheses are (H1) and (H2) of Lemma 4 with \(k=L=1\); then Proposition 77. (2) At \(k=1\) Definition 15 realizes the truncated design \((F_0)\) with vanishing deeper diagonal rows, and its configurations are those of \(F\) with all \(j_d=0\), with the same \(\sigma \) and jitter (after Lemma 4). (3) As \(q{\gt}2\max |F_0|\), the centred layer is \(F_0\). Take the step \(e_a\) from a cell with \(r_a\ge K_1\) and \(r_u+F_0[u][a]\in [0,q)\) for every \(u\ne a\). Then \(\Delta r_a=-K_1\) exactly and \(\Delta f_a=0\) (the deeper rows of \(a\) vanish on \(n_a\)), so coordinate \(a\) moves by exactly \(1-K_1/q\) cells, and every \(u\ne a\) by \((F_0[u][a]+\Delta f_u)/q\), of absolute value less than \((|F_0[u][a]|+1)/q\). Such a cell exists: if \(\gcd (\det F_0,q)=1\), \(n\mapsto r=F_0n\) is a bijection of \((\mathbb {Z}/q\mathbb {Z})^s\), so \(r\) can be prescribed. In the second case, for each \(u\ne a\) the box with depths \(2\) on \(a\) and on \(u\), \(0\) on two further coordinates and \(1\) elsewhere (total \(s\)) makes \((n_a,r_a,r_u)\) uniformly distributed (Lemma 1); among the cells with \(n_a\ne q-1\) and \(r_a\ge K_1\) the fraction on which \(r_u\) wraps is \(|F_0[u][a]|/q\), and the union bound leaves a cell as \(\sum _{u\ne a}|F_0[u][a]|{\lt}q\). With \(n_a\ne q-1\) the pair does not cross the boundary of the cube, so the bound holds for the Euclidean distance too.

  1. Frame layers. With its diagonal re-chosen for \(k=1\), the geometric layer \(F_0\) of \(U^*_4\) has \(K_1=2\), and that of the \(s=5\) design of Table tab:Kdesigns has \(K_1=3\); a choice of the row and column scalars of the Cauchy layer gives \(K_1=6\) for \(s=6\).

  2. Frameless layers. Integer layers \(F_0\) with entries of size at most \(3\), chosen directly, without a frame (Appendix app:designs), completed by deeper rows chosen per prime factor of \(q\), give digital \((0,s,s)\)-nets over \(\mathbb {Z}/q\mathbb {Z}\) with \(K_1=2\) for \(s=5\) at every \(q\) with \(\gcd (q,30)=1\), and with \(K_1=3\) for \(s=6\) at every \(q\) with no prime factor in \(\mathcal E_6=\{ 2,3,5,7,11,13,17,23,31\} \), with \(\delta N^{1/s}\ge 0.8\) for every such \(q\ge 13\) (\(s=5\)) resp. \(q\ge 19\) (\(s=6\)).

Proof ▼

(1) is a finite computation of \(K_1\). (2) At \(k=1\) the frame is not needed. By Lemma 2, a box minor of a graph form with depths \((1,\dots ,1)\) is the determinant of stacked offset rows restricted to the coordinates of depth \(0\); those that use only the first offset rows are the minors \(F_0[T,Z]\) with disjoint \(T\), \(Z\). If a prime \(p\) divides none of them, every box minor is a nonzero polynomial over \(\mathbb {F}_p\) in the entries of the deeper rows (it is not the zero polynomial: take the deeper rows it uses to be unit vectors that complete the independent rows of \(F_0\)), of degree at most the number of deeper rows it uses, and by the Schwartz–Zippel lemma deeper rows with all box minors nonzero exist modulo \(p\) once \(p\) exceeds the sum \(\mathrm{SZ}(s)\) of these degrees (\(\mathrm{SZ}(5)=105\), \(\mathrm{SZ}(6)=504\)); below it we constructed them explicitly for each admissible prime and certified \(t=0\). Any integer lift of such a completion modulo \(p\) works modulo \(p^a\): every box minor is an integer polynomial in the entries, so it is congruent modulo \(p\) to the minor modulo \(p\), and a determinant prime to \(p\) is a unit modulo \(p^a\). The Chinese remainder theorem combines the lifts for the prime powers of \(q\), and Lemma 1 gives the net property. The separation bounds are Proposition 85 with exact scans below its tail. Computer-assisted are the layers, \(K_1\), the per-prime completions up to \(\mathrm{SZ}(s)\) and the finite scans.