The Weighted Dyadic Diaphony of Digital Sequences

Peter Kritzer () and Friedrich Pillichshammer ()
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Peter Kritzer: Universität Salzburg, Fachbereich Mathematik
Friedrich Pillichshammer: Universität Linz, Institut für Finanzmathematik

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2006, 2008, pp 549-560 from Springer

Abstract: Summary The (weighted) dyadic diaphony is a measure for the irregularity of distribution modulo one of a sequence. Recently it has been shown that the (weighted) dyadic diaphony can be interpreted as the worst-case error for QMC integration in a certain Hilbert space of functions. In this paper we give upper bounds on the weighted dyadic diaphony of digital (t, s)-sequences over ℤ2.

Keywords: Reproduce Kernel Hilbert Space; Star Discrepancy; Walsh Function; Digital Sequence; Probabilistic Number Theory (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-74496-2_32

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DOI: 10.1007/978-3-540-74496-2_32

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