QMC STRENGTH FOR SOME RANDOM CONFIGURATIONS

ON THE SPHERE
arXiv:2302.01001v1 [math.PR] 2 Feb 2023

VÍCTOR DE LA TORRE AND JORDI MARZO

Abstract. A sequence (XN ) ⊂ Sd of N -point sets from the d-dimensional

sphere has QMC strength s∗ > d/2 if it has worst-case error of optimal order,
N s/d , for Sobolev spaces of order s for all d/2 < s < s∗ , and the order is not
optimal for s > s∗ . In [BrSaSlWo] conjectured values of the strength are given
for some well known point families in S2 based on numerical results. We study
the average QMC strength for some related random configurations.

1. Introduction and main results

Let Sd = {x ∈ Rd+1 : |x| = 1} be the unit sphere with the normalized Lebesgue
measure σd . Given an integer ℓ ≥ 0, let Hℓ be the vector space of the spherical
harmonics of degree ℓ, that is, the space of eigenfunctions of the Laplace-Beltrami
operator, ∆, with eigenvalue λℓ = ℓ(ℓ + d − 1),
−∆Y = λℓ Y, Y ∈ Hℓ .
We denote hℓ = dim Hℓ ∼ ℓd−1 . The space of spherical harmonics of degree at most
L in Sd is
L
M
PL (Sd ) = Hℓ ,
ℓ=0

which is also the space of polynomials of degree at most L in Rd+1 restricted to Sd .

Clearly d(L) := dim PL (Sd ) ∼ Ld .
Let L2 (Sd ) be the Hilbert space of square integrable real functions in Sd with
the inner product
Z
hf, gi = f (x)g(x) dσd (x), f, g ∈ L2 (Sd ).
Sd

One has that L2 (Sd ) =

L
ℓ≥0 Hℓ and the Fourier series expansion of a function
f ∈ L2 (Sd ) is given by
X Z
f= fℓ,k Yℓ,k , fℓ,k = hf, Yℓ,k i = f Yℓ,k dσ,
ℓ,k Sd

where {Yℓ,k }hk=1

ℓ
is an orthonormal basis of Hℓ .

The authors have been partially supported by the Generalitat de Catalunya (grant 2017 SGR
359) and the Spanish Ministerio de Ciencia, Innovación y Universidades (project MTM2017-83499-
P).
1
2 VÍCTOR DE LA TORRE AND JORDI MARZO

Following [BrSaSlWo] we define, for s ≥ 0, the L2 (Sd )-based Sobolev spaces of

order s as the Hilbert space
+∞ Xhℓ
( )
X
s d 2 d s 2
H (S ) = f ∈ L (S ) : (1 + λℓ ) |fℓ,k | < +∞ ,
ℓ=0 k=1

with the norm

hℓ
+∞ X
!1/2
X 1 2
kf kHs (Sd ) = (s)
|fℓ,k | ,
ℓ=0 k=1 aℓ
(s)
where aℓ ∼ (1 + ℓ2 )−s . It is well known that Hs (Sd ) is continuously embedded in
C(Sd ) if s > d/2 and it has, in this range, a reproducing kernel given by
hℓ
∞ X
(s)
X
K (s) (x, y) = K (s) (x · y) = aℓ Yℓ,k (x)Yℓ,k (y),
ℓ=0 k=0
d s d
i.e. for all x ∈ S and f ∈ H (S ),
f (x) = hf, K (s) (x, ·)iHs (Sd ) .

Definition 1. Given s > d/2, a sequence (XN ) of N −point configurations XN ⊂ Sd

is a sequence of QMC designs for Hs (Sd ) (or an s-QMC design) if there exists
Cd,s > 0 such that for all N ≥ 1
(1) wce(XN , Hs (Sd )) ≤ Cd,s N −s/d ,
where the worst-case error is defined by
(  )
1 X Z 
s d s d
wce(XN , H (S )) = sup f (x) − f (x)dσ(x) : f ∈ H (S ) .
 
kf kHs (Sd ) ≤1  N

x∈XN Sd 

From [BrChCoGiSeTr, Theorem 3.1] it follows that if (XN ) is a sequence of

′
QMC designs for Hs (Sd ) it is also a QMC design for all Hs (Sd ) for d2 < s′ < s, see
also [BrSaSlWo, Lemma 23]. The maximal s∗ > d2 where (1) holds for all s < s∗ is
the QMC strength of the sequence (XN ), [BrSaSlWo]. The strength can be seen as
a measure of the regularity of the sequence. In the definition above (XN ) may be
defined only for a subsequence of the natural numbers N converging to +∞.
The problem of determining the strength for a given sequence seems to be quite
difficult and its value has been determined only in a few cases. It was shown by
Hesse and Sloan [HeSl] and by Brauchart and Hesse [BrHe] that sequences of op-
timal quadrature formulas satisfying some regularity property, true in particular
for quadrature formulas with positive weights, are s-QMC designs for all s > d/2,
i.e., they have s∗ = +∞. It was observed in [BrSaSlWo] that this previous result,
together with the existence of optimal spherical designs [BoRaVi], implies the exis-
tence of spherical designs with strength s∗ = +∞. Also in [BrSaSlWo, Theorem 14],
the authors show that maximizers of the sum of suitable powers of the Euclidean
distance between pairs of points are s-QMC designs for all d/2 < s < d/2 + 1. To
the best of our knowledge these are the only cases where the strength is known.
Values for the strength where conjectured in [BrSaSlWo] for some well known
point configurations in S2 based on numerical results. In particular, for Fekete
points the conjecture is s∗ = 3/2, for equal area points s∗ = 2 and for minimal
 QMC STRENGTH FOR SOME RANDOM CONFIGURATIONS ON THE SPHERE 3

logarithmic energy points s∗ = 3, see next section for definitions. The expected
worst-case error of some random configurations was also studied in [BrSaSlWo].
Definition 2. Let (XN ) be a sequence of random N −point configurations on Sd
following some distribution and let s > d/2. As in the deterministic case, we allow
the subindex N to follow a subsequence converging to +∞. We say that (XN ) is a
sequence of QMC designs for Hs (Sd ) on average (or s-QMC designs on average) if
there exists Cd,s > 0 such that
q
(2) E[wce(XN , Hs (Sd ))2 ] ≤ Cd,s N −s/d .
With obvious changes in the proof of Lemma 23 in [BrSaSlWo], the following
property shows that if a sequence of random point configurations is a sequence of
s-QMC designs on average, for some s > d/2, then it is also of s′ -QMC designs for
d/2 < s′ < s.
Proposition 1. Given s > d/2, if E[wce(XN , Hs (Sd ))2 ] ≤ 1, then there exists a
constant Cd,s′ ,s > 0 such that
′
s′ /s d
E[wce(XN , Hs (Sd ))2 ] ≤ Cd,s′ ,s E[wce(XN , Hs (Sd ))2 ] , < s′ < s.
2
This last result allows us to define the average QMC strength, as in the deter-
ministic case, as the maximal value of s > d/2 for which (2) holds.
It was shown in [BrSaSlWo, Theorem 7] that uniform i.i.d. points on the sphere
are not s-QMC designs on average for any s > d/2. On the other hand, [BrSaSlWo,
Theorem 21,Theorem 22] shows that points from jittered sampling (i.e. uniform
i.i.d point taken with respect to an area regular partition) have average strength
d/2 + 1. Observe that in this last case the average strength matches the numerically
conjectured in [BrSaSlWo] for the related equal area points in S2 .
1.1. Harmonic ensemble. In our first result we show that points from the har-
monic ensemble have average strength d+1 2 . The mode of this distribution corre-
sponds to the Fekete points, see next section, for which it was conjectured strength
3/2 in [BrSaSlWo]. The expected worst case error of this process was previously
studied in [Hi].
Theorem 1. Let (XN ) be a sequence where XN is an N −point set drawn from the
harmonic ensemble in Sd . Observe that N must be of the form d(L) for some natural
L. Then (XN ) forms a sequence of QMC designs on average for d2 < s < d+1 2 .
Moreover
d+1 d+1
(3) lim N d E[wce(XN ; H 2 (S2 ))2 ] = +∞,
N →+∞
d+1
therefore (XN ) is not a QMC design on average if s > 2 and the average QMC
strength is d+1
2 .
For the harmonic ensemble we can deduce, from results in [BrSaSlWo, BeMaOr],
see also [Be], almost sure optimality of the worst-case error up to a logarithmic
factor.
d d+1
Corollary 1. For every M > 0 and 2 <s< 2 , there exists Cd,s,M > 0 such
that
2s
!
s d (log N ) d+1 1
(4) P wce(XN ; H (S )) ≤ Cd,s,M s ≥1− ,
Nd NM
4 VÍCTOR DE LA TORRE AND JORDI MARZO

where XN is an N -point set drawn from the harmonic ensemble. Therefore, for
fixed d2 < s < d+12 there exists Cd,s > 0 such that, with probability 1 and for N
large enough,
2s
(log N ) d+1
wce(XN ; Hs (Sd )) ≤ Cd,s s .
Nd
1.2. Spherical ensemble. The spherical ensemble is also a determinantal point
process on the sphere S2 . Applying results from [AlZa] it was shown in [Hi] that
points from the spherical ensemble are s-QMC designs on average for 1 < s < 2. One
can easily see that 2 is indeed the average strength. Observe that the mode of this
distribution is the set of elliptic Fekete points, i.e. minimizers of the logarithmic
energy. In this case there is no coincidence with the conjectured strength from
[BrSaSlWo], which was 3.
Theorem 2. Let (XN ) be a sequence where XN is an N −point set drawn from
the spherical ensemble. Then (XN ) is a sequence of QMC designs on average for
1 < s < 2, and for s ∈ (2, 3) there exists a constant C > 0 such that
N 2 E wce(XN ; Hs (S2 ))2 ≥ C,
 

i.e. the average strength is s∗ = 2.

1.3. Zeros of Elliptic polynomials. In our last result, by using the expected en-
ergy expansions from [DeMa] we prove that the average strength for the zeros of the
elliptic polynomials behaves better than for all these previous random processes and
coincides with the conjectured strength in [BrSaSlWo] for the logarithmic energy
minimizers.
Theorem 3. Let (XN ) be a sequence where XN is an N −point set drawn from
zeros of elliptic polynomials mapped to the sphere by the stereographic projection.
Then (XN ) is a sequence of s-QMC designs on average for 1 < s < 3, and for
s ∈ (3, 4) there exists a constant C > 0 such that
N 3 E wce(XN ; Hs (S2 ))2 ≥ C,
 

i.e. the average strength is s∗ = 3.

Remark 1. A result similar to Corollary 1 can be proved also for configurations given
by determinantal point processes, like the jittered sampling [BrGrKuZi] and the
spherical ensemble [AlZa], using the concentration results for determinantal point
processes in [PePe]. The bounds are far from sharp. For the spherical ensemble an
almost optimal bound has been proved using a concentration of measure inequality
particular of the spherical ensemble, [Be].

2. Background
2.1. Riesz energy and worst-case error. The Riesz or logarithmic energy of a
set of N different points x1 , . . . , xN on the unit sphere Sd ⊂ Rd+1 is
X
Es (x1 , . . . , xN ) = fs (|xi − xj |),
i6=j
−s
where fs (r) = r for s 6= 0 and f0 (r) = − log r are, respectively, the Riesz and
logarithmic potentials. From now on, to simplify the notation, we write Es for
Es (x1 , . . . , xN ) when the set of points is clear from the context. This quantity has
 QMC STRENGTH FOR SOME RANDOM CONFIGURATIONS ON THE SPHERE 5

a continuous version for measures which for the normalized surface measure σd and
0 6= s < d is
d+1
Γ d−s



d−s−1 Γ
Z Z
d 2 2

Vs (S ) = fs (|x − y|) dσ(x)dσ(y) = 2 √ .
Sd Sd π Γ d − 2s

In [BrSaSlWo], the authors obtained a formula for the worst-case error of an N -

point set in terms of Riesz energies, provided s is not a positive integer. When
d/2 < s < d/2 + 1, the expression reads

1
wce(XN , Hs (Sd ))2 = − Ed−2s − Vd−2s (Sd )N 2 ,


(5) 2
N
while for d/2 + M < s < d/2 + M + 1, with M a positive integer,
(6)  
N
1 X
wce(XN , Hs (Sd ))2 = 2  QM (xj · xi ) + (−1)M+1 (Ed−2s − Vd−2s (Sd )N 2 ) ,
N j,i=1

where
M
X
(s) (d)
QM (xj · xi ) := (−1)M+1−l − 1 αl hl Pl (xj · xi ),
l=1

(d) (d)
with Pl (x) the Gegenbauer polynomial normalized by Pl (1) = 1,

(s) (−1)M+1 (1 − s)l

(7) αl = Vd−2s (Sd ) ,
(1 + s)l

and (·)n for n ∈ N is the Pochhammer symbol given, for x ∈

/ Z≤0 , by (x)0 = 1 and

Γ(x + n)
(x)n = , n ≥ 1.
Γ(x)

A way to measure the uniformity of a finite set of points XN = {x1 , . . . , xN } ⊂ Sd

is to consider discrepancies. In particular, we are going to consider the L∞ spherical
cap discrepancy

1 X N 
D∞ (XN ) = sup  χD(x,r) (xi ) − σd (D(x, r)),
 
d
x∈S ,r>0 N i=1

and the L2 averaged version

  2 1/2
Z π Z 1 XN 
D2 (XN ) =  χD(x,r) (xi ) − σd (D(x, r)) dσd (x) sin rdr .
 
N

0 Sd  
i=1

It is well known that a sequence of point sets (XNk )k is asymptotically uniformly

distributed if and only if limk→+∞ Dp (XNk ) = 0, for p = ∞ or p = 2, [BoHaSa,
Section 6.1].
6 VÍCTOR DE LA TORRE AND JORDI MARZO

Observe that it follows from (5) that for s = (d + 1)/2 there is a direct relation
between energy, discrepancy and worst-case error
 1/2
N
d+1 1 X
wce(XN ; H 2 (Sd )) = V−1 (Sd ) − 2 |xi − xj |
N i,j=0
s √
d πΓ( d2 )
(8) = D2 (XN ),
Γ( d+1
2 )

where the last equality follows from Stolarsky’s invariance principle, see [BrDi,
BrSaSlWo].

2.2. Point processes. A point process X on the sphere Sd is a random integer-

valued positive Radon measure on Sd that almost surely assigns at most measure 1
to singletons, for general definitions and more backgound see [HoKrPeVi, AnGuZe].
A random point process in Sd can be identified with a random discrete subset of Sd .
A way to describe a random point process is to specify the random variable counting
the number of points of the process in D, for all Borel sets D ⊂ Sd . We denote this
random variable as X (D). For all the point processes we consider, the distribution
is characterized by the so-called joint intensity functions. The joint intensities with
respect to some background measure µ in Sd are functions ρk (x1 , . . . , xk ) that for
any family of mutually disjoint subsets D1 , . . . , Dk ⊂ Sd satisfy
Z
E [X (D1 ) · · · X (Dk )] = ρk (x1 , . . . , xk )dµ(x1 ) . . . dµ(xk ).
D1 ×···×Dk

We assume that ρk (x1 , . . . , xk ) = 0 when xi = xj for i 6= j. Note that if the

distribution of the process is given by the joint densities p(x1 , . . . , xN ) then
N!
Z
ρk (x1 , . . . , xk ) = p(x1 , . . . , xN )dxk+1 . . . dxN ,
(N − k)! RN −k
see [HoKrPeVi, p. 10].
A particular type of random point process are the so-called determinantal point
processes (DPP) introduced by Macchi in 1975, [Ma]. A random point process on
the sphere is called determinantal with kernel K : Sd ×Sd → C if the joint intensities
with respect to a background measure µ are given by
ρk (x1 , . . . , xk ) = det(K(xi , xj ))1≤i,j≤k ,
for every k ≥ 1 and x1 , . . . , xk ∈ Sd . For the determinantal point process to exist
it is enough that the kernel function K : Sd × Sd → C determines a self-adjoint
integral operator in L2 (Sd ) that is locally of trace class, [HoKrPeVi, Theorem 4.5.5].

2.3. Harmonic ensemble. The harmonic ensemble is the determinantal point

process in Sd with d(L) points a.s. induced by the reproducing kernel of the space
PL (Sd ) of polynomials in Rd+1 of degree at most L,
d(L) (1+λ,λ)
KL (x, y) = P (hx, yi), x, y ∈ Sd ,
L+ d
L
2
L
d−2 (1+λ,λ)
where λ = 2 and the Jacobi polynomials PL (t) are normalized to have
(1+λ,λ) L+ d

PL (1) = L2 .
 QMC STRENGTH FOR SOME RANDOM CONFIGURATIONS ON THE SPHERE 7

Observe that the mode of the distribution, in some sense the value that appears
most often in a set of data values sampled from this DPP, is the maximum of the
joint density
p(x1 , . . . , xd(L) ) = (1/d(L)!) det(KL (xi , xj ))1≤i,j≤d(L) ,
for x1 , . . . , xd(L) ∈ Sd . The mode points are therefore the Fekete points that maxi-
mize the absolute value of the determinant
 
VL (x1 , . . . , xd(L) ) = det(φi (xj ))1≤i,j≤d(L)  ,
for φ1 , . . . , φd(L) a basis of the space PL (Sd ). Fekete points are called also extremal
fundamental systems, [Re]. Sloan and Womersley conjectured that they have all
positive cubature weights [SlWo] and were shown to be asymptotically uniformly
equidistributed in [MaOr, BeBoNy].

2.4. Spherical ensemble. Given A, B independent n × n random matrices with

i.i.d. complex standard entries, the eigenvalues λ1 , . . . , λn of A−1 B form a DPP in C
n
with kernel (1 + zw)n−1 with respect to the background measure π(1+|z| 2 )n+1 dm(z),
2
[Kr]. When mapped to the sphere S through the stereographic projection g(xi ) =
λi the points have density
Y
C |xi − xj |2 ,
i6=j

with respect to the surface measure in S2 . This shows that the mode of this point
process on the sphere is given by the minimizers of the logarithmic energy
X 1
E0 (x1 , . . . , xN ) = log ,
|xi − xj |
i6=j

i.e. for the (elliptic) Fekete points, [BoHaSa].

In [AlZa] the authors obtain, among other results, the expected Riesz and log-
arithmic energies for points of this process. In particular, they prove that for
x1 , . . . , xN ∈ S2 points drawn from the spherical ensemble, if s < 4, s 6= 0, 2,
21−s 2 Γ(N )Γ(1 − s/2) 2
(9) E [Es ] = N − s N .
2−s 2 Γ(N + 1 − s/2)
2.5. Zeros of Elliptic polynomials. The last point process that we consider is
given by the images in S2 by the stereographic projection of the zeros of the elliptic
polynomials (also called Kostlan-Shub-Smale or SU (2) polynomials)
s 
N
X N n
an z ,
n=0
n
where an are i.i.d. random variables with standard complex Gaussian distribution.
The study of the zeros of these polynomials started in quantum chaotic dynamics
[BeBoLe92,BeBoLe96]. Because of the connection with minimal logarithmic energy
points on the sphere, unveiled in [SmSh], it was natural to study the expected
logarithmic energy. This was done in [ArBeSh] where the authors obtained the
following closed expression for the expected logarithmic energy
   
1 2 1 1
(10) E[E0 ] = − log 2 N − N log N − − log 2 N.
2 2 2
8 VÍCTOR DE LA TORRE AND JORDI MARZO

The extension of this result to the Riesz s-energy for s < 4 has been recently
obtained in [DeMa]. In order to study the expected QMC strength we will use that
for x1 , . . . , xN ∈ S2 points drawn from zeros of elliptic polynomials mapped to the
sphere by the stereographic projection and s < 4, s 6= 0, 2,
21−s 2
(11) E[Es ] = N + C(s)N 1+s/2 + oN →∞ (N 1+s/2 ),
2−s
where
1 s s  s  s
C(s) = s
1+ Γ 1− ζ 1− .
2 2 2 2 2
In the particular case s = −2,
 
ζ(3) 1
(12) E[E−2 ] = 2N 2 − 8 + oN →∞ .
N N

3. Proofs
3.1. The harmonic ensemble (Theorem 1). We start with some preliminaries
in order to prove Theorem 1.
Let d2 < s < d2 + 1. From formula (5), for N = d(L) ∼ Ld points drawn from the
harmonic ensemble on the sphere we get
1
Z Z
E[wce(XN ; Hs (Sd ))2 ] = 2 KL (x, y)2 |x − y|2s−d dσ(x)dσ(y)
N Sd Sd
d(L)2
Z Z
(1+λ,λ)
= (1+λ,λ) PL (hx, yi)2 |x − y|2s−d dσ(x)dσ(y)
PL 2 2
(1) N S S d d

Cd
Z
(1+λ,λ)
= (1+λ,λ) PL (hx, ni)2 |x − n|2s−d dσ(x)
PL (1)2 Sd
Z 1
Cd (1+λ,λ) d
= (1+λ,λ) PL (t)2 (1 − t)s−1 (1 + t) 2 −1 dt,
PL (1)2 −1
where n stands for the north pole of Sd .
From the asymptotic property of the gamma function
Γ(n + α)
lim = 1, α ∈ R,
n→∞ Γ(n)nα
we get that
L + d2
 
(1+λ,λ) 1
PL (1)= ∼ d
Ld/2 .
L Γ( 2 + 1)
Therefore we have that for some constant Cd,s > 0,
Cd,s 1 (1+λ,λ) 2
Z
d
(13) E[wce(XN ; Hs (Sd ))2 ] = d PL (t) (1 − t)s−1 (1 + t) 2 −1 dt.
L −1
The following lemma is an extension to −1 < a < d of a result proved in
[BeMaOr] for 0 < a < d.
Proposition 2. Given −1 < a < d,
Z 1 Z ∞
1 (1+λ,λ) a a J1+λ (t)2
lim a PL (t)2 (1 − t)λ− 2 (1 + t)λ dt = 2 2 +d dt
L→∞ L −1 0 t1+a
and the last integral converges.
 QMC STRENGTH FOR SOME RANDOM CONFIGURATIONS ON THE SPHERE 9

Proof. The proof is essentially the same as in [BeMaOr, Proposition 6] but with a
few changes in the last estimates. We split the integral
Z 1
(1+λ,λ) a
L−a PL (t)2 (1 − t)λ− 2 (1 + t)λ dt
−1
"Z c c
#
− cos
Z L
Z cos L 1
(1+λ,λ) a
= + + L−a PL (t)2 (1 − t)λ− 2 (1 + t)λ dt
c c
−1 − cos L cos L

=A(c, L) + B(c, L) + C(c, L),

where c > 0 is fixed and c < πL. For the boundary parts we do a change of variables
t = cos(x/L) to get
C(c, L)
2λ+1 !−a/2
c
sin Lx 1 − cos Lx

x 2
Z 
(1+λ,λ)
= 2a/2 L−2−2λ PL cos x x2λ+1−a dx.
L 1 x 2


0 L 2 L
Using the Mehler-Heine asymptotic formula [Sz, p. 192] and the elementary limits
sin Lx 1 − cos Lx
lim x = 1, lim
= 1,
L→∞ L→∞ 1 x 2
L 2 L
we conclude:
c
J1+λ (x)2
Z
a
lim C(c, L) = 2dx. 2 +d
L→∞ 0 x1+a
For the other end of the interval, using the change of variables t = − cos(x/L)
we get
2λ+1 !−a/2
x 2 sin Lx 1 + cos Lx
Z c  
−2−2λ (1+λ,λ)
A(c, L) = L PL − cos x x2λ+1 dx,
L x 2


0 L L
and using Mehler-Heine again this expression converges to zero when L → ∞. For
the middle term we use classical asymptotic estimates of the Jacobi polynomials [Sz,
Theorem 8.21.13]
 
(1+λ,λ) k(θ) O(1)
PL (cos θ) = √ cos ((L + λ + 1)θ + γ) + ,
L L sin θ
if c/L ≤ θ ≤ π − (c/L)
 −λ−3/2  −λ−1/2  
−1/2 θ θ 3 π
k(θ) = π sin cos , and γ = − λ + .
2 2 2 2
We get
c c
π− L π− L
1 1 1 1
Z Z
0 ≤B(c, L) . θ a+2
dθ . dθ
La+1 c
L
(sin 2)
La+1 c
L
θa+2
π  a+1 
1 1 1 L 1 1
Z
≤ dθ = − a+1 = a+1 + o(L).
La+1 c
L
θ a+2 La+1 (a + 1) ca+1 π c (a + 1)
Finally, observe that close to zero J1+λ (x) ∼ x1+λ and J1+λ (x) . x−1/2 for big
x, so the integral above converges precisely for −1 < a < d.

10 VÍCTOR DE LA TORRE AND JORDI MARZO

Proof. (Theorem 1) Now for any d2 < s < d+1

2 we apply the proposition above to
−1 < t = d − 2s < 0 and we get from (13) that there exist a (different) constant
Cd,s > 0 such that
lim L2s E[wce(XN ; Hs (Sd ))2 ] = Cd,s .
L→+∞

This shows that points drawn from the harmonic ensemble form an s-QMC design
on average for d2 < s < d+1
2 .
To get (3) we use again (13) for s = d+1
2 and the representation of the integral
in terms of generalized hypergeometric function [ErMaObTr, p. 288]
1 d d




s d 2 −d Γ 2 + L Γ 2 + L Γ 2 + L + 1
E[wce(XN ; H (S )) ] ∼ L
2
Γ(L + 1)2 Γ d + 21 + L
 
d+1 1 d 1 1
× 4 F3 −L, d + L, , ; + 1, d + + L, −L + ; 1 ,
2 2 2 2 2
where all the constants depend only on d.
It is easy to see (by induction) that the quotient
(−L)n (d + L)n
,
(d + 12 + L)n (−L + 21 )n
is increasing as a function of 0 ≤ n ≤ L and therefore
L d+1

1


d+1
s d 2
X
2 n
2 n 1
N d E[wce(XN ; H (S )) ] & d
.
n=0 2 +1 n
n!

Finally, this last series diverges when L → ∞ by Gauss test taking a = (d + 1)/2,
b = 1/2 and c = a + b, because
(a)n (b)n
(c)n n! (c + n)(n + 1) 1 Cn
(a)n+1 (b)n+1
= =1+ + 2,
(a + n)(b + n) n n
(c)n+1 (n+1)!

with Cn a bounded sequence. 

Proof. (Corollary 1) Recall that a measure of the uniformity of a finite set of points
is the L∞ spherical cap discrepancy D∞ (XN ) where XN = {x1 , . . . , xN } ⊂ Sd . It
was proved in [BeMaOr] that for every M > 0 there exist CM > 0 such that
 
log N 1
P D∞ (XN ) ≤ CM d+1 ≥ 1 − M ,
N 2d N
where XN is an N -point set drawn from the harmonic ensemble.
Now it follows from the result above, formula (8) and D2 (XN ) . D∞ (XN ) that
there exists (another) CM > 0 such that
 
d+1 log N 1
P wce(XN ; H 2 (Sd )) ≤ CM d+1 ≥ 1 − M .
N 2d N
To get (4) it is enough to apply the interpolation result from [BrSaSlWo, Lemma
23], from which we get for d/2 < s < (d + 1)/2 a constant Cd,s > 0 such that
d+1 d+1 d+1
wce(XN ; Hs (Sd )) 2s ≤ Cd,s wce(XN ; H 2 (Sd )) if wce(XN ; H 2 (Sd )) ≤ 1, see [Be,
Section 1.5].
 QMC STRENGTH FOR SOME RANDOM CONFIGURATIONS ON THE SPHERE 11

Finally, if we take (for example) M = 2 in (4) we get

2s
!
X (log N ) d+1
P wce(XN ; Hs (Sd )) > Cd,s s < ∞,
N
Nd

and from Borel-Cantelli lemma

( 2s
)!
s d (log N ) d+1
P lim sup wce(XN ; H (S )) > Cd,s s = 0.
N →+∞ Nd

3.2. The spherical ensemble (Theorem 2).

Proof. (Theorem 2) The first part is due to [Hi]. We include it for the sake of
completeness. Let s ∈ (1, 2). Then the worst-case error is given by (5). Taking
expectations and using (9) with s′ = 2 − 2s,

Ns
N s E wce(XN , Hs (S2 ))2 = − 2 E [E2−2s ] − V2−2s (S2 )N 2
 

N
22s Γ(s) Γ(N )
= Ns
4 Γ(N + s)
22s Γ(s)
−−−−→ ,
N →∞ 4
Γ(N ) −s
since Γ(N +s) ∼ N by the asymptotic property of the gamma function. Then
s s 2 2
 
N E wce(XN , H (S )) is bounded and (XN ) is a sequence of s-QMC designs on
average for s ∈ (1, 2).
Now we show that s∗ = 2. Let s ∈ (2, 3). The expression for the worst-case error
is (6) with M = 1:
 
N
1 X
wce(XN ; Hs (S2 ))2 = 2  Q1 (xj · xi ) + E2−2s − V2−2s (S2 )N 2  ,
N j,i=1

with
(s)
Q1 (xj · xi ) = −6α1 xj · xi ,
(2)
where we have used that P1 (x) = x. Then
(14)  
N
1 (s)
X
wce(XN ; Hs (S2 ))2 = 2 −6α1 xj · xi + E2−2s − V2−2s (S2 )N 2 
N j,i=1
 
N  2

1  (s)
X |xj − xi |
= 2 −6α1 1− + E2−2s − V2−2s (S2 )N 2 
N j,i=1
2
1 h
(s)
i
= 2 3α1 E−2 − 2N 2 + E2−2s − V2−2s (S2 )N 2


N
12 VÍCTOR DE LA TORRE AND JORDI MARZO

Taking expectations and using (9) with s = −2 and s′ = 2 − 2s,

 h (s) i
N 2 E wce(XN ; Hs (S2 ))2 = 3α1 E [E−2 ] − 2N 2 + E [E2−2s ] − V2−2s (S2 )N 2


(s) N 22s Γ(s) Γ(N )

= −12α1 − N2
N +1 4 Γ(N + s)
(s)
−−−−→ −12α1 > 0,
N →∞

Γ(N ) 2 2−s
. Hence, N 2 E wce(XN ; Hs (S2 ))2 is bounded below by a
 
since Γ(N +s) N ∼ N
positive constant. 

3.3. Elliptic polynomials (Theorem 3).

Proof. (Theorem 3) Let s ∈ (2, 3). We have already seen in (14) that the expression
for the worst-case error is
1 h (s) i
wce(XN ; Hs (S2 ))2 = 2 3α1 E−2 − 2N 2 + E2−2s − V2−2s (S2 )N 2 .


N
Taking expectations and using (12) for E[E−2 ] and (11) with s′ = 2 − 2s,
 N s h (s) i
N s E wce(XN ; Hs (S2 ))2 = 2 3α1 E [E−2 ] − 2N 2 + E [E2−2s ] − V2−2s (S2 )N 2


N    
(s) 1 1
= N s−2 3α1 −8ζ(3) + o
N N

+ C(2 − 2s)N 2−s + o(N 2−s )
(s)
−8ζ(3)N s−3 + o N s−3



= 3α1 + C(2 − 2s) + o(1)
−−−−→ C(2 − 2s).
N →∞

Then N E wce(Q[XL ]; H (S2 ))2 is bounded for s ∈ (2, 3). For 1 < s ≤ 2, the
s s
 
result holds automatically from Proposition 1.
Now we see that the strength is s∗ = 3. Let s ∈ (3, 4). By (6) with M = 2, the
square of the worst-case error is
 
N
1 X
wce(XN ; Hs (S2 ))2 = 2  Q2 (xj · xi ) − (E2−2s − V2−2s (S2 )N 2 ) ,
N j,i=1

(2)
where, using that P2 (x) = 12 (3x2 − 1),
(s)
Q2 (xj · xi ) = −5α2 [3(xj · xi )2 − 1]
 
(s) 2 3 4
= −5α2 2 − 3|xj − xi | + |xj − xi | .
4
Then
1 h (s)
 3 
wce(XN ; Hs (S2 ))2 = − 5α2 2N 2
− 3E−2 + E−4
N2 i 4
− (E2−2s − V2−2s (S2 )N 2 ) .
 QMC STRENGTH FOR SOME RANDOM CONFIGURATIONS ON THE SPHERE 13

Taking expectations and using (12) for E[E−2 ] and (11) with s′ = 2 − 2s,
1 h (s)
 3 
E wce(XN ; Hs (S2 ))2 = 2 − 5α2 2N 2 − 3E[E−2 ] + E[E−4 ]
 
N i 4
− (E[E2−2s ] − V2−2s (S2 )N 2 )
(    
1 (s) 2 2 1 1
= 2 − 5α2 2N − 3 2N − 8ζ(3) + o
N N N
  
3 32 2 1 1
+ N + 64ζ(3) + o
4 6 N N
)
2−s 2−s



− C(2 − 2s)N +o N
(    )
1 (s) 1 1 2−s
= 2 − 5α2 72ζ(3) + o − C(2 − 2s)N .
N N N
Therefore,
(s)
N 3 E wce(XN ; Hs (S2 ))2 = −5α2 [72ζ(3) + o (1)] − C(2 − 2s)N 3−s
 

(s)
−−−−→ −360ζ(3)α2 > 0.
N →∞
Then there exists a constant B > 0 such that
N 3 E wce(XN ; Hs (S2 ))2 ≥ B.
 

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Departament de Matemàtiques i Informàtica, Universitat de Barcelona, Gran Via,

585, 08007 Barcelona, Spain
Email address: delatorre@ub.edu

Departament de Matemàtiques i Informàtica, Universitat de Barcelona, Gran Via,

585, 08007 Barcelona, Spain
Centre de Recerca Matemàtica, Edifici C, Campus Bellaterra, 08193 Bellaterra,
Spain
Email address: jmarzo@ub.edu