Expected uniform integration approximation under general equal measure partition

Abstract: In this paper, we study bounds of expected

L_{2} -

discrepancy to give mean square error of uniform integration approximation for functions in Sobolev space

m a t h c a l H^{m a t h b f 1} (K)

, where

m a t h c a l H

is a reproducing Hilbert space with kernel

K

. Better order

O (N^{- 1 - f r a c 1 d})

of approximation error is obtained, comparing with previously known rate

O (N^{- 1})

using crude Monte Carlo method. Secondly, we use expected

L_{p} -

discrepancy bound(

p g e 1

) of stratified samples to give several upper bounds of

p

-moment of integral approximation error in general Sobolev space

F_{d, q}^{*}

.

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