Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences (Q5962361)
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scientific article; zbMATH DE number 5789890
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English | Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences |
scientific article; zbMATH DE number 5789890 |
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Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences (English)
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22 September 2010
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Author's introduction: This paper continues the author's work initiated in [Acta Arith. 138, No. 4, 373--398 (2009; Zbl 1268.11102)] (cited as [N]) on deterministic discrepancy bounds for hybrid sequences. The motivation for this work, which is delineated in detail [N], stems from applications of the theory of uniform distribution modulo 1 to Monte Carlo methods and quasi-Monte Carlo methods for multidimensional numerical integration. We mention here only the essential idea, first proposed by \textit{J. Spanier} [Lect. Notes Stat. 106, 121--148 (1995; Zbl 0831.65142)], of combining the advantages of Monte Carlo methods and quasi-Monte Carlo methods by using hybrid sequences. By a hybrid sequence we mean a sequence of points in a (usually high-dimensional) unit cube that is obtained by ``mixing'' a low-discrepancy sequence and a sequence of pseudorandom numbers (or vectors), in the sense that certain coordinates of the points stem from the low-discrepancy sequence and the remaining coordinates stem from the sequence of pseudorandom numbers (or vectors). A crucial issue in this context is that of obtaining discrepancy bounds for hybrid sequences. Prior to [N], only probabilistic results on the discrepancy of hybrid sequences were available. A refinement of the result in [\textit{G. Ökten, B. Tuffin} and \textit{V. Burago}, J. Complexity 22, No. 4, 435--458 (2006; Zbl 1147.65300)] was recently shown in [\textit{M. Gnewuch}, J. Complexity 25, No. 4, 312--317 (2009; Zbl 1176.65004)]. Nontrivial deterministic discrepancy bounds for five kinds of hybrid sequences were proved in [N]. In the present paper, we establish further deterministic discrepancy bounds for various hybrid sequences of practical interest. The sequences that we ``mix'' together are familiar in the area and their definitions are recalled in Sect. 2. A new version of the classical Erdős-Turán-Koksma inequality which is very convenient for certain types of hybrid sequences is shown in Sect. 3. The following five sections present discrepancy bounds for five more kinds of hybrid sequences.
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discrepancy
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hybrid sequence
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Halton sequence
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Kronecker sequence
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nonlinear congruential sequence
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inversive sequence
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quasi-Monte Carlo method
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