Abstract
We prove that for every dimension s and every number n of points, there exists a point-set Pn,s whose γ-weighted unanchored L ∞ discrepancy is bounded from above by C(b)/n1/2-b independently of s provided that the sequence γ = {γk} has ∑k=1∞ γka for some (even arbitrarily large) a. Here 6 is a positive number that could be chosen arbitrarily close to zero and C(b) depends on b but not on s or n. This result yields strong tractability of the corresponding integration problems including approximation of weighted integrals ∫Df(x)ρ(x)dx over unbounded domains such as D = ℝs. It also supplements the results that provide an upper bound of the form C√s/n when γk ≡ 1.
Original language | English |
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Pages (from-to) | 1903-1911 |
Number of pages | 9 |
Journal | Mathematics of Computation |
Volume | 73 |
Issue number | 248 |
DOIs | |
State | Published - Oct 2004 |
Keywords
- Low discrepancy points
- Tractability
- Weighted integration
- quasi-Monte Carlo methods
ASJC Scopus subject areas
- Algebra and Number Theory
- Computational Mathematics
- Applied Mathematics