Polynomial discrepancy of sequences (Q1372100)
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English | Polynomial discrepancy of sequences |
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Polynomial discrepancy of sequences (English)
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17 March 1999
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Let \((x_n)^\infty_{n= 1}\) be a sequence of points \(x_n= (x^{(1)}_n,\dots, x^{(k)}_n)\in [0,1)^k\), where \(k\geq 1\). We define \[ P_n= \underset{(m_1,\dots, m_k)\in\mathbb{N}^k}{\text{Sup}} \Biggl|{1\over N} \sum^N_{n= 1} (x^{(1)}_n)^{m_1}\cdots (x^{(k)}_n)^{m_k}- \prod^k_{j= 1} {1\over m_j+1}\Biggr|, \] which was first introduced by Hlawka and called the polynomial discrepancy of a point set \(X_N= \{x_1,\dots, x_N\}\). In his paper [Sitzungsber., Abt. II, Österr. Akad. Wiss., Math.-Naturwiss., Kl. 193, 513-519 (1984; Zbl 0564.10052)], \textit{R. F. Tichy} proved that \(P_N\leq D_N\leq c_k\left(\log{1\over P_N}\right)^{-1}\), where \(D_N\) is the usual discrepancy of \(X_N\), and \(c_k\) is a constant depending only on \(k\). This result is best possible in the case \(k=1\). In the present paper, the authors prove that for any \(k\geq 1\) and any \(\varepsilon>0\), there exists an integer \(N\) and a set \(X_N\subset [0,1)^k\) such that \[ P_N< \varepsilon\quad\text{and}\quad D_N> c^*_k\Biggl(\log{1\over P_N}\Biggr)^{-k} \] with a constant \(c^*_k\) depending only on \(k\). Furthermore, an analogue \(D^S_N\) of the polynomial discrepancy for points on a unit sphere \(S^d\) is introduced, and the relation between \(D^S_N\) and \(D^C_N\) (the spherical cap discrepancy) is given. Finally, the corresponding computational results are also provided.
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quasi-Monte Carlo methods
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polynomial discrepancy of a point set
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spherical cap discrepancy
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