On the mean square weighted L₂ discrepancy of randomized digital nets in prime base

DOI10.1016/J.JCO.2006.03.005MaRDI QIDQ855890zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 7 December 2006

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jco.2006.03.005

zbMATH Keywords

QMC algorithmrandomized digital netweighted \(\mathcal {L}_2\) discrepancy

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) General theory of distribution modulo (1) (11K06)

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Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 1246221 (Why is no real title available?)
• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• scientific article; zbMATH DE number 3393648 (Why is no real title available?)
• A class of generalized Walsh functions
• Bounds for the weighted \(L^p\) discrepancy and tractability of integration
• Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
• Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
• Explicit evaluations and reciprocity theorems for finite trigonometric sums
• Geometric discrepancy. An illustrated guide
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• On irregularities of distribution
• On the mean square weighted L₂discrepancy of randomized digital (t,m,s)-nets over Z₂
• Point sets and sequences with small discrepancy
• Sequences, discrepancies and applications
• The discrepancy and gain coefficients of scrambled digital nets.
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

Cited in

(8)

• Tractability properties of the weighted star discrepancy
• Finding exact formulas for the $L_2$ discrepancy of digital $(0,n,2)$-nets via Haar functions
• On mean values of the \(L_q\)-discrepancies of point distributions
• On the mean square weighted L₂discrepancy of randomized digital (t,m,s)-nets over Z₂
• Weighted discrepancy of Faure-Niederreiter nets for a certain sequence of weights
• On the root mean square weighted \(L_{2}\) discrepancy of scrambled nets
• Point sets with optimal order of extreme and periodic discrepancy
• Discrepancy theory and quasi-Monte Carlo integration

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