The discrepancy and gain coefficients of scrambled digital nets. (Q1599197)

In this paper the authors concentrate on the use of Monte Carlo and quasi Monte Carlo methods for multidimensional integration, more precisely on the performance of scrambled digital nets to obtain randomized low discrepancy sets. More precisely, this article considers the discrepancy of digital nets under scrambling suggested by \textit{A. B. Owen} [Monte Carlo and quasi-Monte Carlo methods in scientific computing (Las Vegas, NV, 1994), Lect. Notes Stat. 106, 299--317 (1995; Zbl 0831.65024)] and H. Faure and S. Tezuka [Fang, Kai-Tai (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2000. Proceedings of a conference, held at Hong Kong Baptist Univ., Hong Kong SAR, China, November 27 - December 1, 2000. Berlin: Springer, 242--256 (2002; Zbl 1008.11029)]. The first main result of this article is a formula for the discrepancy of a scrambled digital \(\big(\lambda,t,m,s\big)\)-net in base \(b\) with \(n=\lambda b^m\) points that requires only \(O(n)\) operations to evaluate. The second main result are exact formulas for the gain coefficients of a digital \(\big(t,m,s\big)\)-net in terms of its generator matrices. The gain coefficients, as defined by Owen, determine both the worth case and random case analyses of quadrature errors.