The existence of good extensible polynomial lattice rules (Q1408505)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The existence of good extensible polynomial lattice rules
scientific article

    Statements

    The existence of good extensible polynomial lattice rules (English)
    0 references
    23 September 2003
    0 references
    Basing on the theory of polynomial lattice rules introduced by \textit{P. L'Ecuyer} and \textit{C. Lemieux} in [Modeling uncertainty. An examination of stochastic theory, methods and applications, Kluwer, Boston, 419--474 (2002; Zbl 0979.00016)] and the idea of extensible lattices proposed by \textit{F. J. Hickernell}, \textit{H. S. Hong}, \textit{P. L'Écuyer} and \textit{C. Lemieux} [SIAM J. Sci. Comput. 22, 1117--1138 (2000; Zbl 0974.65004)], the author shows in this paper that for suitable infinite families of polynomial moduli there are generating parameters for extensible rank-1 polynomial lattice rules such that for all these infinitely many moduli and all dimensions \(s\) the star discrepancy and the quantity \(R^{(s)}\) (a measure of digital nets) are small. He considers not only sequences of moduli which are powers of a fixed polynomial of positive degree, but more generally divisibility chains of polynomials. Furthermore, the case of Korobov-type polynomial lattice rules is also considered. All these constructions are useful for quasi-Monte Carlo integration.
    0 references
    quasi-Monte Carlo methods
    0 references
    digital nets
    0 references
    lattice rules
    0 references
    polynomial lattice rules
    0 references
    0 references

    Identifiers