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A strong law of large numbers for scrambled net integration

SIAM Review (SIAM Rev.), 2020
Abstract

This article provides a strong law of large numbers for integration on digital nets randomized by a nested uniform scramble. This strong law requires a square integrable integrand and it holds along a sequence of sample sizes of the form n=mbkn=mb^k for m=1,,Mm=1,\dots,M and k0k\ge0 and a base b2b\ge2.

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