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

DOI10.1016/J.JCO.2006.03.005zbMATH Open1142.11345OpenAlexW2139068855MaRDI QIDQ855890FDOQ855890

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

Recommendations

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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)

Cites Work

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• Sequences, discrepancies and applications
• A class of generalized Walsh functions
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• On irregularities of distribution
• Geometric discrepancy. An illustrated guide
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• Explicit evaluations and reciprocity theorems for finite trigonometric sums
• Point sets and sequences with small discrepancy
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• The discrepancy and gain coefficients of scrambled digital nets.
• Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
• Bounds for the weighted \(L^p\) discrepancy and tractability of integration
• On the mean square weighted L₂discrepancy of randomized digital (t,m,s)-nets over Z₂
• Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration

Cited In (8)

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

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