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Weighted Star Discrepancy of Digital Nets in Prime Bases

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Monte Carlo and Quasi-Monte Carlo Methods 2004

Summary

We study the weighted star discrepancy of digital nets and sequences. Product weights and finite-order weights are considered and we prove tractability bounds for Niederreiter and Faure-Niederreiter sequences. Further we prove an existence result for digital nets achieving a strong tractability error bound by calculating the average over all generator matrices.

The first author is supported by the Australian Research Council under its Center of Excellence Program.

The third author is supported by the Austrian Science Fund (FWF), Project S8305 and Project P17022-N12.

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Dick, J., Niederreiter, H., Pillichshammer, F. (2006). Weighted Star Discrepancy of Digital Nets in Prime Bases. In: Niederreiter, H., Talay, D. (eds) Monte Carlo and Quasi-Monte Carlo Methods 2004. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-31186-6_6

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