High-discrepancy sequences

被引:1
作者
Tezuka, Shu [1 ]
机构
[1] Kyushu Univ, Fac Math, Higashi Ku, Fukuoka 8128581, Japan
关键词
discrepancy; high-dimensional numerical integration; (t-d)-sequences; Walsh functions;
D O I
10.2206/kyushujm.61.431
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
First, it is pointed out that the uniform distribution of points in [0, 1](d) is not always a necessary condition for every function in a proper subset of the class of all Riemann integrable functions to have the arithmetic mean of function values at the points converging to its integral over [0, 1](d) as the number of points goes to infinity. We introduce a formal definition of the d-dimensional high-discrepancy sequences, which are not uniformly distributed in [0, 1](d), and present motivation for the application of these sequences to high-dimensional numerical integration. Then, we prove that there exist non-uniform (infinity, d)-sequences which provide the convergence rate O (N-1) for the integration of a certain class of d-dimensional Walsh function series, where N is the number of points.
引用
收藏
页码:431 / 441
页数:11
相关论文
共 10 条
  • [1] [Anonymous], 1999, GEOMETRIC DISCREPANC
  • [2] Drmota M., 1997, SEQUENCES DISCREPANC, V1651
  • [3] HLAWKA E, 1972, TRANSFORMATION EQUID, P371
  • [4] JOE S., 1994, LATTICE METHODS MULT
  • [5] KUIPERS L, 1974, UNIFORM DISTRIBUTION
  • [6] Niederreiter H., 1992, CBMS NSF REGIONAL C, V63
  • [7] On the necessity of low-effective dimension
    Tezuka, S
    [J]. JOURNAL OF COMPLEXITY, 2005, 21 (05) : 710 - 721
  • [8] Exact cubature for a class of functions of maximum effective dimension
    Tezuka, Shu
    Papageorgiou, Anargyros
    [J]. JOURNAL OF COMPLEXITY, 2006, 22 (05) : 652 - 659
  • [9] Tezuka Shu, 1995, Uniform Random Numbers
  • [10] Traub J.F., 1998, COMPLEXITY INFORM