Families of well approximable measures

DOI10.2478/UDT-2021-0003zbMATH Open1489.11109arXiv2003.13122OpenAlexW3210336966MaRDI QIDQ2129358FDOQ2129358

Max Goering, Christian Weiß, Samantha Fairchild

Publication date: 22 April 2022

Published in: Uniform distribution theory (Search for Journal in Brave)

Abstract: We provide an algorithm to approximate a finitely supported discrete measure $mu$ by a measure $u_N$ corresponding to a set of $N$ points so that the total variation between $mu$ and $u_N$ has an upper bound. As a consequence if $mu$ is a (finite or infinitely supported) discrete probability measure on $[0,1{]}^d$ with a sufficient decay rate on the weights of each point, then $mu$ can be approximated by $u_N$ with total variation, and hence star-discrepancy, bounded above by $(logN)N^{-1}$. Our result improves, in the discrete case, recent work by Aistleitner, Bilyk, and Nikolov who show that for any normalized Borel measure $mu$, there exist finite sets whose star-discrepancy with respect to $mu$ is at most $(logN{)}^{d-frac12}{N}^{-1}$. Moreover we close a gap in the literature for discrepancy in the case $d=1$ 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.

Full work available at URL: https://arxiv.org/abs/2003.13122

zbMATH Keywords

total variationlow-discrepancy sequencesBorel measuresstar-discrepancy

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Distribution modulo one (11J71) General theory of distribution modulo (1) (11K06) Well-distributed sequences and other variations (11K36)

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Cited In (6)

• CHARACTERIZATION OF DOMAINS THROUGH FAMILIES OF MEASURES
• 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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