The \(L_p\)-discrepancy for finite \(p>1\) suffers from the curse of dimensionality (Q7020425)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7991245
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The \(L_p\)-discrepancy for finite \(p>1\) suffers from the curse of dimensionality |
scientific article; zbMATH DE number 7991245 |
Statements
The \(L_p\)-discrepancy for finite \(p>1\) suffers from the curse of dimensionality (English)
0 references
4 March 2025
0 references
Let \(L_{p,N}(\mathcal{P})\) be \(L_p\)-discrepancy of \(N\)-point set \(\mathcal{P}\in\mathbb{R}^d\). Assume \(\mathrm{disc}_p(N,d)=\min_{\mathcal{P}} L_{p,N}(\mathcal{P})\) and \(N^{\mathrm{disc}}_p(\varepsilon,d)=\min\{N\in\mathbb{N}:\mathrm{disc}_p(N,d)\leq \varepsilon \mathrm{disc}_p(0,d) \}\).\N\NIt is known, that \(cd\varepsilon^{-1}\leq N^{\mathrm{disc}}_{\infty}(\varepsilon,d)\leq Cd\varepsilon^{-2}\). So \( N^{\mathrm{disc}}_{\infty}(\varepsilon,d)\) depends only linearly on the dimension \(d\).\N\NBy contrast, it is proved that for \(p\in(1;\infty)\) \(N^{\mathrm{disc}}_p(\varepsilon,d)\) grows exponentially fast with the dimension \(d\). More precisely, \(N^{\mathrm{disc}}_p(\varepsilon,d) \geq C_p^d (1-2\varepsilon)\) with some \(C_p>1\).\N\NPreviously, a similar result was known only for \(p=2\).
0 references
discrepancy
0 references
numerical integration
0 references
curse of dimensionality
0 references
tractability
0 references
quasi-Monte Carlo
0 references
0 references
0 references