A strong law of large numbers for scrambled net integration

02/18/2020

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by   Art B. Owen, et al.

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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=mb^k for m=1,...,M and k>0 and a base b>2.