An algorithm to compute bounds for the star discrepancy (Q1347864)
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scientific article; zbMATH DE number 1736585
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| English | An algorithm to compute bounds for the star discrepancy |
scientific article; zbMATH DE number 1736585 |
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An algorithm to compute bounds for the star discrepancy (English)
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23 October 2002
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The author propose an algorithm to compute the upper and lower bounds of the so-called star discrepancy of an arbitrary sequence of \(n\) points in the \(s\)-dimensional unit cube. [For the definition of star discrepancy or discrepancy, see for example, \textit{L. K. Hua} and \textit{Y. Wang}, Application of number theory to numerical analysis, Springer (1981; Zbl 0465.10045)]. Some results of computational experiments are also obtained.
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numerical examples
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algorithm
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star discrepancy
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0.9675933
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0.9404577
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