Weighted Star Discrepancy of Digital Nets in Prime Bases

Josef Dick (), Harald Niederreiter () and Friedrich Pillichshammer ()
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Josef Dick: University of New South Wales, School of Mathematics
Harald Niederreiter: National University of Singapore, Department of Mathematics
Friedrich Pillichshammer: Universität Linz, Institut für Finanzmathematik

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2004, 2006, pp 77-96 from Springer

Abstract: Summary We study the weighted star discrepancy of digital nets and sequences. Product weights and finite-order weights are considered and we prove tractability bounds for Niederreiter and Faure-Niederreiter sequences. Further we prove an existence result for digital nets achieving a strong tractability error bound by calculating the average over all generator matrices.

Keywords: Quality Parameter; Star Discrepancy; Product Weight; Prime Base; Walsh Function (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-31186-7_6

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DOI: 10.1007/3-540-31186-6_6

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