Tractability properties of the weighted star discrepancy of the Halton sequence (Q1713145)
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English | Tractability properties of the weighted star discrepancy of the Halton sequence |
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Tractability properties of the weighted star discrepancy of the Halton sequence (English)
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24 January 2019
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The authors study the weighted star discrepancy of the Halton sequence and show that strong polynomial tractability is achieved. The weights $(\gamma_{j})$ are of product type and satisfy the mild growth condition \[ \sup_{d\geq 1}\max_{\emptyset\neq u \subseteq \{1,\ldots, d\}}\prod_{j\in u}(j\gamma_{j})<\infty. \] Similar results hold for various other digital sequences as well as for the weighted unanchored discrepancy.
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weighted star discrepancy
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tractability
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Halton sequence
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digital sequence
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quasi-Monte Carlo
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