New Bounds for the Extreme and the Star Discrepancy of Double-Infinite Matrices

MaRDI QIDQ6435762zbMATH OpenFDO

Authors Jasmin Fiedler, Michael Gnewuch, Christian Weiß

Publication date 8 May 2023

Abstract: According to Aistleitner and Weimar, there exist two-dimensional (double) infinite matrices whose star-discrepancy $D_N^{\ast s}$ of the first $N$ rows and $s$ columns, interpreted as $N$ points in $[0,1{]}^s$, satisfies an inequality of the form ${\displaystyle }$D_N^{*s} leq sqrt{alpha} sqrt{A+Bfrac{ln(log_2(N))}{s}}sqrt{frac{s}{N}}${\displaystyle }$ with $alpha=zet{a}^{-1}(2)approx1.73,A=1165$ and $B=178$. These matrices are obtained by using i.i.d sequences, and the parameters $s$ and $N$ refer to the dimension and the sample size respectively. In this paper, we improve their result in two directions: First, we change the character of the equation so that the constant $A$ gets replaced by a value $A_s$ dependent on the dimension $s$ such that for $s>1$ we have $A_s<A$. Second, we generalize the result to the case of the (extreme) discrepancy. The paper is complemented by a section where we show numerical results for the dependence of the parameter $A_s$ on $s$.

This page was built for publication: New Bounds for the Extreme and the Star Discrepancy of Double-Infinite Matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6435762)