New star discrepancy bounds for -nets and -sequences

被引:0
|
作者
Faure, Henri [1 ]
Kritzer, Peter [2 ]
机构
[1] Univ Aix Marseille, Inst Math Luminy CNRS, F-13288 Marseille 09, France
[2] Univ Linz, Inst Finanzmath, A-4040 Linz, Austria
来源
MONATSHEFTE FUR MATHEMATIK | 2013年 / 172卷 / 01期
基金
奥地利科学基金会;
关键词
Discrepancy; (t; m; s)-net; s)-sequence; Uniform distribution modulo one; 2; DIMENSIONS; (T; S)-SEQUENCES; HAMMERSLEY; SETS;
D O I
10.1007/s00605-012-0470-1
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we derive new general upper bounds on the star discrepancy of -nets and -sequences. These kinds of point sets are among the most widely used in quasi-Monte Carlo methods for numerical integration. By our new results, we improve on previous discrepancy bounds and prove a conjecture stated by the second author in an earlier paper.
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页码:55 / 75
页数:21
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