The modulus of oscillation of a function about number sequences and its applications (Q2191944)

The error \(R_N(f,X)\) in the approximation formula \[ \int_0^1f\approx\frac1N\sum_{i=1}^Nf(x_i), \] where \(f\) is a Riemann integrable function and \(X=\{x_i\}^N_{i=1}\subset[0,1]\) is a sample set, is subject to oscillation of \(f\) and uniformity of distribution of \(X\) in \([0,1]\). Several upper bounds on \(|R_N(f,X)|\) are provided, involving various moduli of continuity of \(f\) and parameters measuring nonuniformity of the distribution of \(X\). One of these bounds is in Theorem 1: \(|R_N(f,X)|\leq\omega(f;D^{(1)}_N(X))\), where \(\omega(f;\delta)\), \(\delta>0\), is the uniform \(\delta\)-modulus of continuity of \(f\), i.e., the sup of the diameters of \(f([x,x+\delta])\) over \(x\in[0,1-\delta]\), while \(D^{(1)}_N(X)\) is a measure of nonuniformity of \(X\) defined as the \(L_1\)-norm of \(\Delta_N(x)\), the latter being the cardinality of \([0,x)\cap X\) divided by \(N\). With suitable examples all bounds provided are shown to be best possible.