English

On the expected L2-discrepancy of jittered sampling

Probability 2022-09-13 v2 Number Theory

Abstract

For m,dNm, d \in \mathbb{N}, a jittered sample of N=mdN=m^d points can be constructed by partitioning [0,1]d[0,1]^d into mdm^d axis-aligned equivolume boxes and placing one point independently and uniformly at random inside each box. We utilise a formula for the expected L2\mathcal{L}_2-discrepancy of stratified samples stemming from general equivolume partitions of [0,1]d[0,1]^d which recently appeared, to derive a closed form expression for the expected L2\mathcal{L}_2-discrepancy of a jittered point set for any m,dNm, d \in \mathbb{N}. As a second main result we derive a similar formula for the expected Hickernell L2\mathcal{L}_2-discrepancy of a jittered point set which also takes all projections of the point set to lower dimensional faces of the unit cube into account.

Cite

@article{arxiv.2208.08924,
  title  = {On the expected L2-discrepancy of jittered sampling},
  author = {Nathan Kirk and Florian Pausinger},
  journal= {arXiv preprint arXiv:2208.08924},
  year   = {2022}
}

Comments

11 pages, 2 figures. Added the result about Hickernell discrepancy

R2 v1 2026-06-25T01:48:07.989Z