Covering numbers, dyadic chaining and discrepancy

被引:34
作者
Aistleitner, Christoph [1 ]
机构
[1] Graz Univ Technol, Inst Math A, A-8010 Graz, Austria
关键词
Monte Carlo; Quasi-Monte Carlo; Star discrepancy; Low-discrepancy sequence; Covering numbers; STAR-DISCREPANCY; BOUNDS;
D O I
10.1016/j.jco.2011.03.001
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
In 2001 Heinrich, Novak, Wasilkowski and Wozniakowski proved that for every s >= 1 and N >= 1 there exists a sequence (z(1) . . . . . . z(N)) of elements of the s-dimensional unit cube such that the star-discrepancy D-N* of this sequence satisfies D-N*(z(1) . . . . . z(N)) <= c root s/root N for some constant c independent of s and N. Their proof uses deep results from probability theory and combinatorics, and does not provide a concrete value for the constant c. In this paper we give a new simple proof of this result, and show that we can choose c = 10. Our proof combines Gnewuch's upper bound for covering numbers, Bernstein's inequality and a dyadic partitioning technique. (C) 2011 Elsevier Inc. All rights reserved.
引用
收藏
页码:531 / 540
页数:10
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