Families of well approximable measures
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Publication:2129358
Abstract: We provide an algorithm to approximate a finitely supported discrete measure by a measure corresponding to a set of points so that the total variation between and has an upper bound. As a consequence if is a (finite or infinitely supported) discrete probability measure on with a sufficient decay rate on the weights of each point, then can be approximated by with total variation, and hence star-discrepancy, bounded above by . Our result improves, in the discrete case, recent work by Aistleitner, Bilyk, and Nikolov who show that for any normalized Borel measure , there exist finite sets whose star-discrepancy with respect to is at most . Moreover we close a gap in the literature for discrepancy in the case showing both that Lebesgue is indeed the hardest measure to approximate by finite sets and also that all measures without discrete components have the same order of discrepancy as the Lebesgue measure.
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(7)- CHARACTERIZATION OF DOMAINS THROUGH FAMILIES OF MEASURES
- Curve based approximation of measures on manifolds by discrepancy minimization
- Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality
- Dominated and uniformly dominated families of Loeb-measures.
- On the discrepancy of low-dimensional probability measures
- Approximation of discrete measures by finite point sets
- Families of vector measures of uniformly bounded variation
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