The \(L_p\)-discrepancy for finite \(p>1\) suffers from the curse of dimensionality (Q7020425)

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scientific article; zbMATH DE number 7991245
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    The \(L_p\)-discrepancy for finite \(p>1\) suffers from the curse of dimensionality
    scientific article; zbMATH DE number 7991245

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      The \(L_p\)-discrepancy for finite \(p>1\) suffers from the curse of dimensionality (English)
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      4 March 2025
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      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 \(p=2\).
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      discrepancy
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      numerical integration
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      curse of dimensionality
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      tractability
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      quasi-Monte Carlo
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