Sharp convergence bounds for sums of POD and SPOD weights

Abstract

This work analyzes the convergence of sums of the form $S_{\boldsymbolγ}(m)=\sum_{v\subseteq \mathbb{N}}γ_v m^{|v|}$ with product and order dependent (POD) weights $γ_v$. We establish that for a nonnegative sequence $\{Υ_j\mid j\in \mathbb{N}\}$, $$\sum_{v\subseteq \mathbb{N}} |v|! m^{|v|}\prod_{j\in v} Υ_j<\infty \text{ for all } m>0 \text{ if and only if } \sum_{j=1}^\infty Υ_j<\infty.$$ We further characterize the growth of $S_{\boldsymbolγ}(m)$ when $γ_v=(|v|!)^σ\prod_{j\in v}j^{-ρ}$ and prove that $\log S_{\boldsymbolγ}(m)$ is of asymptotic order $m^{1/(ρ-σ)}$ when $ρ>σ\geq 0$. We subsequently generalize both the convergence criterion and the asymptotic order of $\log S_{\boldsymbolγ}(m)$ to smoothness-driven product and order dependent (SPOD) weights, while noting that a full necessary-and-sufficient analogue remains open. Finally, we apply our theory to quasi-Monte Carlo (QMC) integration, showing that interlaced polynomial lattice rules achieve a dimension-independent convergence rate without a commonly imposed assumption in the QMC literature.