Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences
Gerhard Larcher () and
Friedrich Pillichshammer ()
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Gerhard Larcher: Universität Linz, Institut für Analysis
Friedrich Pillichshammer: Universität Linz, Institut für Analysis
A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2002, 2004, pp 315-327 from Springer
Abstract:
Summary We present a new technique to estimate the star discrepancy of digital nets and sequences which is based on an analysis of the Walsh series of the discrepancy function.
Keywords: Digital net; digital sequence; discrepancy function; star discrepancy; Walsh series analysis (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-18743-8_19
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DOI: 10.1007/978-3-642-18743-8_19
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