Probabilistic star discrepancy bounds for double infinite random matrices

DOI10.1007/978-3-642-41095-6_10MaRDI QIDQ2926218zbMATH OpenOpenAlexFDO

Authors Christoph Aistleitner, Markus Weimar

Publication date 31 October 2014

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-41095-6_10

zbMATH Keywords

Markov chain Monte Carlo methodsrandom matricesstar-discrepancycompletely uniformly distributed

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cites work

• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
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• Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
• Construction of minimal bracketing covers for rectangles
• Covering numbers, Vapnik-Červonenkis classes and bounds for the star-discrepancy
• Covering numbers, dyadic chaining and discrepancy
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• The inverse of the star-discrepancy depends linearly on the dimension
• Tractability of multivariate problems. Volume I: Linear information
• Tractability of multivariate problems. Volume II: Standard information for functionals.

Cited in

(6)

• New bounds for the extreme and the star discrepancy of double-infinite matrices
• Probabilistic discrepancy bound for Monte Carlo point sets
• On the inverse of the discrepancy for infinite dimensional infinite sequences
• A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy
• The inverse of the star-discrepancy problem and the generation of pseudo-random numbers
• Improved bounds for the bracketing number of orthants or revisiting an algorithm of Thiémard to compute bounds for the star discrepancy

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