A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with 0 < 1/2

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Publication:7012102





In this interesting paper, the authors study the approximation of the integral \(\int_{[0,1]^d}f(x)dx\) for multivariate functions belonging to a Krorobov function space with smoothness parameter \(0<\alpha\leq 1/2\). The results build on the earlier paper [\textit{F. Y. Kuo} et al., J. Complexity 79, Article ID 101785, 28 p. (2023; Zbl 1564.65034)] which dealt with the smoothness case of \(\alpha>1/2\).\N\NIn the latter paper, the authors proved that a lattice rule determined generating vector but with a random number of points gives for a fixed \(\varepsilon>0\), an optimal rate of \(O\left(n^{-\alpha-1/2+\varepsilon}\right)\) for the randomized error. In the paper under review, the authors prove that that a pre-determined generating vector exists in the case of \(0<\alpha\leq 1/2\) with near optimal convergence of \(O\left(n^{-\alpha-1/2+\varepsilon}\right)\) for a fixed \(\varepsilon>0\).\N\NFor the entire collection see [Zbl 1552.65006].



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