Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality
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Publication:5496944
DOI10.4064/AA167-2-4zbMATH Open1326.11038arXiv1406.0230OpenAlexW2963308814MaRDI QIDQ5496944FDOQ5496944
Authors: Christoph Aistleitner, Josef Dick 
Publication date: 29 January 2015
Published in: Acta Arithmetica (Search for Journal in Brave)
Abstract: In this paper we prove a correspondence principle between multivariate functions of bounded variation in the sense of Hardy and Krause and signed measures of finite total variation, which allows us to obtain a simple proof of a generalized Koksma--Hlawka inequality for non-uniform measures. Applications of this inequality to importance sampling in Quasi-Monte Carlo integration and tractability theory are given. Furthermore, we discuss the problem of transforming a low-discrepancy sequence with respect to the uniform measure into a sequence with low discrepancy with respect to a general measure , and show the limitations of a method suggested by Chelson.
Full work available at URL: https://arxiv.org/abs/1406.0230
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