On the inverse of the star-discrepancy

arXiv1211.2511MaRDI QIDQ6237076FDOQ6237076

Authors: Christoph Aistleitner 

Publication date: 12 November 2012

Abstract: The inverse of the star-discrepancy $N^{\ast }(d,ve)$ denotes the smallest possible cardinality of a set of points in $[0,1{]}^d$ achieving a star-discrepancy of at most $ve$. By a result of Heinrich, Novak, Wasilkowski and Wo{'z}niakowski, ${\displaystyle }$ N^*(d,ve) leq c_{ extup{abs}} d ve^{-2}. ${\displaystyle }$ Here the dependence on the dimension $d$ is optimal, while the precise dependence on $ve$ is an open problem. In the present paper we prove that ${\displaystyle }$ N^*(d,ve) leq c_{ extup{abs}} d ve^{-3/2} (log (ve^{-1}))^{1/2}. ${\displaystyle }$ This is a surprising result, which disproves a conjecture of Novak and Wo{'z}niakowski.

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38)

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