Bounds and constructions for the star-discrepancy via \(\delta\)-covers (Q2576276): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1016/j.jco.2005.05.002 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1016/J.JCO.2005.05.002 / rank
 
Normal rank

Latest revision as of 08:22, 19 December 2024

scientific article
Language Label Description Also known as
English
Bounds and constructions for the star-discrepancy via \(\delta\)-covers
scientific article

    Statements

    Bounds and constructions for the star-discrepancy via \(\delta\)-covers (English)
    0 references
    0 references
    0 references
    0 references
    27 December 2005
    0 references
    The (\(L^{\infty}\)-) star-discrepancy is a well known measure for the irregularity of distribution of \(n\) points in the \(d\)-dimensional unit cube. In addition, for certain classes of functions, point sets with small star discrepancy yield cubature formulas with low error of multivariate integration. Many of the known bounds on the star discrepancy of well-chosen point sets of size \(n\) are of the form \(C_d (\log n)^{d-1} n^{-1}\), which is not very helpful for large \(d\) since the number of points \(n\) needs to be extremely high if one wants to obtain small star discrepancy. For this reason, it is of great interest to find bounds on the discrepancy which depend only polynomially on \(d\). By the use of so-called \(\delta\)-covers, which are certain finite sets of points in the unit cube \([0,1]^d\), and a probabilistic argument, the authors show the existence of point sets of size \(n\) in \([0,1]^d\) such that their discrepancy is bounded by \(Cd^{1/2}n^{-1/2}(\log n)^{1/2}\), where \(C\) is a constant (independent of \(d\) and \(n\)). One of the main tools in the proof of this result is Hoeffding's inequality. Furthermore, the paper contains an algorithm for the construction of such point sets by a derandomization of the probabilistic argument.
    0 references
    0 references
    low-discrepancy point sets
    0 references
    star-discrepancy
    0 references
    covering number
    0 references
    derandomization
    0 references
    Hoeffding's inequality
    0 references

    Identifiers