Affiliation:
1. Department of Financial Mathematics and Applied Number Theory , Johannes Kepler University Linz Altenbergerstr. 69, 4040 Linz , Austria
Abstract
Abstract
The star discrepancy
D
N
*
(
𝒫
)
$D_N^* \left( {\cal P} \right)$
is a quantitative measure for the irregularity of distribution of a finite point set 𝒫 in the multi-dimensional unit cube which is intimately related to the integration error of quasi-Monte Carlo algorithms. It is known that for every integer N ≥ 2 there are point sets 𝒫 in [0, 1)
d
with |𝒫| = N and
D
N
*
(
𝒫
)
=
O
(
(
log
N
)
d
-
1
/
N
)
$D_N^* \left( {\cal P} \right) = O\left( {\left( {\log \,N} \right)^{d - 1} /N} \right)$
. However, for small N compared to the dimension d this asymptotically excellent bound is useless (e.g., for N ≤ ed
−1).
In 2001 it has been shown by Heinrich, Novak, Wasilkowski and Woźniakowski that for every integer N ≥ 2there exist point sets 𝒫 in [0, 1)
d
with |𝒫| = N and
D
N
*
(
𝒫
)
≤
C
d
/
N
$D_N^* \left( {\cal P} \right) \le C\sqrt {d/N}$
. Although not optimal in an asymptotic sense in N, this upper bound has a much better (and even optimal) dependence on the dimension d.
Unfortunately the result by Heinrich et al. and also later variants thereof by other authors are pure existence results and until now no explicit construction of point sets with the above properties is known. Quite recently Löbbe studied lacunary subsequences of Kronecker’s (n
α)-sequence and showed a metrical discrepancy bound of the form
C
d
(
log
d
)
/
N
$C\sqrt {d\left({\log \,d} \right)/N}$
with implied absolute constant C> 0 independent of N and d.
In this paper we show a corresponding result for digital Kronecker sequences, which are a non-archimedean analog of classical Kronecker sequences.
Reference24 articles.
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2. [2] AISTLEITNER, CH.: On the inverse of the discrepancy for infinite dimensional infinite sequences, J. Complexity 29 (2013), 182–194.
3. [3] BECK, J.: Probabilistic diophantine approximation, I. Kronecker-sequences, Ann. Math. 140 (1994), 451–502.
4. [4] BERNSTEIN, S. N.: The Theory of Probabilities. Gastehizdat Publishing House, Moscow, 1946.
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