On the $$L_2$$-discrepancy of Latin hypercubes

Abstract We investigate $$L_2$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msub> </mml:math> -discrepancies of what we call weak Latin hypercubes. In this case it turns out that there is a precise equivalence between the extreme and periodic $$L_2$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msub> </mml:math> -discrepancy which follows from a much broader result about generalized energies for weighted point sets. Motivated by this we study the asymptotics of the optimal $$L_2$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msub> </mml:math> -discrepancy of weak Latin hypercubes. We determine asymptotically tight bounds for $$d \ge 3$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>d</mml:mi> <mml:mo>≥</mml:mo> <mml:mn>3</mml:mn> </mml:mrow> </mml:math> and even the precise (dimension dependent) constant in front of the dominating term for $$d \ge 4$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>d</mml:mi> <mml:mo>≥</mml:mo> <mml:mn>4</mml:mn> </mml:mrow> </mml:math> .