Improved expected L₂-discrepancy formulas on jittered sampling

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Improved expected $L 2$-discrepancy formulas on jittered sampling

MaRDI QIDQ6417278zbMATH OpenFDO

Authors Jun Xian, Xiaoda Xu

Publication date 14 November 2022


Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Random number generation in numerical analysis (65C10) Numerical integration (65D30)


Abstract: We study the expected L2−discrepancy under two classes of partitions, explicit and exact formulas are derived respectively. These results attain better expected L2−discrepancy formulas than jittered sampling.














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