Abstract
In this survey we give a comprehensive, but gentle introduction to the circle of questions surrounding the classical problems of discrepancy theory, unified by the same approach originated in the work of Klaus Roth (Mathematika 1:73–79, 1954) and based on multiparameter Haar (or other orthogonal) function expansions. Traditionally, the most important estimates of the discrepancy function were obtained using variations of this method. However, despite a large amount of work in this direction, the most important questions in the subject remain wide open, even at the level of conjectures. The area, as well as the method, has enjoyed an outburst of activity due to the recent breakthrough improvement of the higher-dimensional discrepancy bounds and the revealed important connections between this subject and harmonic analysis, probability (small deviation of the Brownian motion), and approximation theory (metric entropy of spaces with mixed smoothness). Without assuming any prior knowledge of the subject, we present the history and different manifestations of the method, its applications to related problems in various fields, and a detailed and intuitive outline of the latest higher-dimensional discrepancy estimate.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
T.W. Anderson, The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities. Proc. Am. Math. Soc. 6, 170–176 (1955). doi:10.2307/2032333
R.F. Bass, Probability estimates for multiparameter Brownian processes. Ann. Probab. 16(1), 251–264 (1988). doi:10.1214/aop/1176991899
J. Beck, W.W.L. Chen, Note on irregularities of distribution. Mathematika 33, 148–163 (1986). doi:10.1112/S0025579300013966
J. Beck, W.W.L. Chen, Note on irregularities of distribution. II. Proc. Lond. Math. Soc. III. Ser. 61(2), 251–272 (1990). doi:10.1112/plms/s3-61.2.251
J. Beck, Balanced two-colorings of finite sets in the square. I. Combinatorica 1(4), 327–335 (1981). doi:10.1007/BF02579453
J. Beck, Irregularities of distribution. I. Acta Math. 159(1–2), 1–49 (1987). doi:10.1007/BF02392553
J. Beck, Irregularities of distribution. II. Proc. Lond. Math. Soc. III. Ser. 56(1), 1–50 (1988). doi:10.1112/plms/s3-56.1.1
J. Beck, A two-dimensional van Aardenne-Ehrenfest theorem in irregularities of distribution. Compos. Math. 72(3), 269–339 (1989)
J. Beck, The modulus of polynomials with zeros on the unit circle: A problem of Erdős. Ann. Math. 134(2), 609–651 (1991). doi:10.2307/2944358
J. Beck, W.W.L. Chen, Irregularities of Distribution. Cambridge Tracts in Mathematics, vol. 89 (Cambridge University Press, Cambridge, 1987)
R. Béjian, Minoration de la discrepance d’une suite quelconque sur T. Acta Arith. 41(2), 185–202 (1982)
A. Bernard, Espaces H 1 de martingales à deux indices. Dualité avec les martingales de type “BMO”. Bull. Sci. Math. II. Ser. 103(3), 297–303 (1979)
D. Bilyk, Cyclic shifts of the van der Corput set. Proc. Am. Math. Soc. 137(8), 2591–2600 (2009). doi:10.1090/S0002-9939-09-09854-2
D. Bilyk, On Roth’s orthogonal function method in discrepancy theory. Uniform Distrib. Theory 6(1), 143–184 (2011)
D. Bilyk, M.T. Lacey, On the small ball inequality in three dimensions. Duke Math. J. 143(1), 81–115 (2008). doi:10.1215/00127094-2008-016
D. Bilyk, M.T. Lacey, A. Vagharshakyan, On the signed small ball inequality. Online J. Analytic Combinator. 3 (2008)
D. Bilyk, M.T. Lacey, A. Vagharshakyan, On the small ball inequality in all dimensions. J. Funct. Anal. 254(9), 2470–2502 (2008). doi:10.1016/j.jfa.2007.09.010
D. Bilyk, M.T. Lacey, I. Parissis, A. Vagharshakyan, Exponential squared integrability of the discrepancy function in two dimensions. Mathematika 55(1–2), 1–27 (2009). doi:10.1112/S0025579300000930
D. Bilyk, M.T. Lacey, I. Parissis, A. Vagharshakyan, A Three-Dimensional Signed Small Ball Inequality. (Kendrick Press, Heber City, UT, 2010)
V.I. Bogachev, Gaussian Measures. Transl. from the Russian by the author. Mathematical Surveys and Monographs, vol. 62 (American Mathematical Society (AMS), Providence, RI, 1998)
D.L. Burkholder, Sharp Inequalities for Martingales and Stochastic Integrals. Les processus stochastiques, Coll. Paul Lévy, Palaiseau/Fr. 1987, Astérisque 157–158, 75–94, 1988
S.-Y.A. Chang, R. Fefferman, A continuous version of duality of \(H^{1}\) with BMO on the bidisc. Ann. Math. 112(1), 179–201 (1980). doi:10.2307/1971324
S.-Y.A. Chang, R. Fefferman, Some recent developments in Fourier analysis and \(H^{p}\)-theory on product domains. Bull. Am. Math. Soc. New Ser. 12(1), 1–43 (1985). doi:10.1090/S0273-0979-1985-15291-7
S.-Y.A. Chang, J.M. Wilson, T.H. Wolff, Some weighted norm inequalities concerning the Schrödinger operators. Comment. Math. Helv. 60(2), 217–246 (1985). doi:10.1007/BF02567411
B. Chazelle, The Discrepancy Method. Randomness and Complexity. (Cambridge University Press, Cambridge, 2000)
B. Chazelle, Complexity bounds via Roth’s method of orthogonal functions, in Analytic Number Theory. Essays in Honour of Klaus Roth on the Occasion of his 80th Birthday, ed. by W.W.L. Chen (Cambridge University Press, Cambridge, 2009), pp. 144–149
W.W.L. Chen, On irregularities of distribution. Mathematika 27(2), 153–170 (1980). doi:10.1112/S0025579300010044
W.W.L. Chen, On irregularities of distribution. II. Q. J. Math. Oxford. II. Ser. 34(135), 257–279 (1983). doi:10.1093/qmath/34.3.257
W.W.L. Chen, On irregularities of distribution. III. J. Aust. Math. Soc. Ser. A 60(2), 228–244 (1996)
W.W.L. Chen, On irregularities of distribution. IV. J. Number Theory 80(1), 44–59 (2000). doi:10.1006/jnth.1999.2442
W.W.L. Chen, Fourier techniques in the theory of irregularities of point distribution, in Fourier Analysis and Convexity, ed. by L. Brandolini, Applied and Numerical Harmonic Analysis (Birkhäuser, Boston, MA, 2004), pp. 59–82
W.W.L. Chen, private communication, Palo Alto, CA (2008)
W.W.L. Chen, M.M. Skriganov, Explicit constructions in the classical mean squares problem in irregularities of point distribution. J. Reine Angew. Math. 545, 67–95 (2002). doi:10.1515/crll.2002.037
W.W.L. Chen, M.M. Skriganov, Davenport’s theorem in the theory of irregularities of point distribution. J. Math. Sci. New York 115(1), 2076–2084 (2003). doi:10.1023/A:1022668317029
W.W.L. Chen, G. Travaglini, Some of Roth’s ideas in discrepancy theory, in Analytic Number Theory. Essays in Honour of Klaus Roth on the Occasion of his 80th Birthday, ed. by W.W.L. Chen (Cambridge University Press, Cambridge, 2009), pp. 150–163
E. Csaki, On Small Values of the Square Integral of a Multiparameter Wiener Process. (Reidel, Dordrecht, 1984)
I. Daubechies, Ten Lectures on Wavelets. CBMS-NSF Regional Conference Series in Applied Mathematics, vol. 61. (SIAM, Society for Industrial and Applied Mathematics, Philadelphia, PA, 1992)
H. Davenport, Note on irregularities of distribution. Mathematika Lond. 3, 131–135 (1956). doi:10.1112/S0025579300001807
J. Dick, F. Pillichshammer, Digital Nets and Sequences. Discrepancy Theory and Quasi-Monte Carlo Integration. (Cambridge University Press, Cambridge, 2010)
T. Dunker, T. Kühn, M. Lifshits, W. Linde, Metric entropy of the integration operator and small ball probabilities for the Brownian sheet. C. R. Acad. Sci. Paris Sér. I Math. 326(3), 347–352 (1998). doi:10.1016/S0764-4442(97)82993-X
H. Faure, F. Pillichshammer, L p discrepancy of generalized two-dimensional Hammersley point sets. Monatsh. Math. 158(1), 31–61 (2009). doi:10.1007/s00605-008-0039-1
R. Fefferman, J. Pipher, Multiparameter operators and sharp weighted inequalities. Am. J. Math. 119(2), 337–369 (1997). doi:10.1353/ajm.1997.0011
W. Feller, An Introduction to Probability Theory and Its Applications, vol. II. (Wiley, New York-London-Sydney, 1966)
K.K. Frolov, An upper estimate of the discrepancy in the \(L_{p}\)-metric, 2 ≤ p < ∞. Dokl. Akad. Nauk SSSR 252, 805–807 (1980)
E.N. Gilbert, A comparison of signalling alphabets. Bell Syst. Tech. J. 3, 504–522 (1952)
L. Grafakos, Classical and Modern Fourier Analysis. (Pearson/Prentice Hall, Upper Saddle River, NJ, 2004)
A. Haar, Zur Theorie der orthogonalen Funktionensysteme. (Erste Mitteilung.). Math. Annal. 69, 331–371 (1910). doi:10.1007/BF01456326
G. Halász, On Roth’s method in the theory of irregularities of point distributions, in Recent Progress in Analytic Number Theory, vol. 2, ed. by H. Halberstam, C. Hooley, vol. 2 (London Academic Press, Durham, 1981), pp. 79–94
J.H. Halton, On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals. Num. Math. 2, 84–90 (1960)
J.H. Halton, S.K. Zaremba, The extreme and \(L^{2}\) discrepancies of some plane sets. Monatsh. Math. 73, 316–328 (1969). doi:10.1007/BF01298982
J.M. Hammersley, Monte Carlo methods for solving multivariable problems. Ann. N.Y. Acad. Sci. 86, 844–874 (1960). doi:10.1111/j.1749-6632.1960.tb42846.x
S. Heinrich, Some open problems concerning the star-discrepancy. J. Complexity 19(1), 416–419 (2003). doi:10.1016/S0885-064X(03)00014-1
A. Hinrichs, Discrepancy of Hammersley points in Besov spaces of dominating mixed smoothness. Math. Nachr. 283(3), 478–488 (2010). doi:10.1002/mana.200910265
A. Hinrichs, L. Markhasin, On lower bounds for the L 2-discrepancy. J. Complexity 27(2), 127–132 (2011). doi:10.1016/j.jco.2010.11.002
W. Hoeffding, Probability inequalities for sums of bounded random variables. J. Am. Stat. Assoc. 58, 13–30 (1963). doi:10.2307/2282952
Y. Katznelson, An Introduction to Harmonic Analysis, 3rd edn. Cambridge Mathematical Library (Cambridge University Press, Cambridge, 2004)
P. Kritzer, On some remarkable properties of the two-dimensional Hammersley point set in base 2. J. Thor. Nombres Bordx. 18(1), 203–221 (2006). doi:10.5802/jtnb.540
P. Kritzer, F. Pillichshammer, An exact formula for L 2 discrepancy of the shifted Hammersley point set. Unif. Distrib. Theory 1(1), 1–13 (2006)
J. Kuelbs, W.V. Li, Metric entropy and the small ball problem for Gaussian measures. J. Funct. Anal. 116(1), 133–157 (1993). doi:10.1006/jfan.1993.1107
L. Kuipers, H. Niederreiter, Uniform Distribution of Sequences. Pure and Applied Mathematics, a Wiley-Interscience Publication (Wiley, New York-London-Sydney, 1974)
M.T. Lacey, Small ball and discrepancy inequalities. arXiv: abs/math/0609816 (2006)
M.T. Lacey, On the discrepancy function in arbitrary dimension, close to L 1. Anal. Math. 34(2), 119–136 (2008). doi:10.1007/s10476-008-0203-9
G. Larcher, F. Pillichshammer, Walsh series analysis of the L 2-discrepancy of symmetrisized point sets. Monatsh. Math. 132(1), 1–18 (2001). doi:10.1007/s006050170054
M. Ledoux, M. Talagrand, Probability in Banach Spaces. Isoperimetry and Processes. Ergebnisse der Mathematik und ihrer Grenzgebiete, vol. 3. Folge, 23 (Springer, Berlin, 1991)
M. Lerch, Question 1547. L’Intermediaire Math. 11, 144–145 (1904)
P. Lévy, Problèmes Concrets d’analyse Fonctionelle. (Gautheir-Villars, Paris, 1951)
W.V. Li, Q.-M. Shao, Gaussian Processes: Inequalities, Small Ball Probabilities and Applications., ed. by D.N. Shanbhag, et al., Stochastic Processes: Theory and Methods, vol. 19 (North-Holland/Elsevier, Amsterdam, 2001), pp. 533–597. Handb. Stat.
P. Liardet, A Three-Dimensional Signed Small Ball Inequality. Discrépance sur le cercle. Primaths. I (Univ. Marseille, 1979)
M.A. Lifshits, Gaussian Random Functions. Mathematics and Its Applications (Dordrecht), vol. 322 (Kluwer Academic, Dordrecht, 1995)
J. Lindenstrauss, L. Tzafriri, Classical Banach Spaces I. Sequence Spaces. Ergebnisse der Mathematik und ihrer Grenzgebiete, vol. 92. (Springer, Berlin-Heidelberg-New York, 1977)
L. Markhasin, Quasi-monte carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension. arXiv: abs/1201.2311v3 (2012)
J. Matoušek, Geometric Discrepancy. An Illustrated Guide. Algorithms and Combinatorics, vol. 18 (Springer, Berlin, 1999)
H.L. Montgomery, Ten Lectures on the Interface Between Analytic Number Theory and Harmonic Analysis. Regional Conference Series in Mathematics, vol. 84 (American Mathematical Society (AMS), Providence, RI, 1994)
B. Muckenhoupt, Weighted norm inequalities for the Hardy maximal function. Trans. Am. Math. Soc. 165, 207–226 (1972). doi:10.2307/1995882
E. Novak, H. Woźniakowski, Tractability of Multivariate Problems, Vol. II: Standard information for functionals. EMS Tracts in Mathematics, vol. 12 (European Mathematical Society (EMS), Zürich, 2010)
W. Ou, Irregularity of distributions and multiparameter A p weights. Uniform Distrib. Theory 5(2), 131–139 (2010)
M.C. Pereyra, Lecture Notes on Dyadic Harmonic Analysis (American Mathematical Society (AMS), Providence, RI, 2001). doi:10.1090/conm/289
J. Pipher, Bounded double square functions. Ann. Inst. Fourier 36(2), 69–82 (1986). doi:10.5802/aif.1048
G. Pólya, How to Solve It. A New Aspect of Mathematical Method. Reprint of the 2nd edn. Princeton Science Library (Princeton University Press, Princeton, NJ, 1988), p. 253
F. Riesz, Über die Fourierkoeffizienten einer stetigen Funktion von beschränkter Schwankung. Math. Zs. 2(3–4), 312–315 (1918). doi:10.1007/BF01199414
K.F. Roth, On irregularities of distribution. Mathematika 1, 73–79 (1954). doi:10.1112/S0025579300000541
K.F. Roth, On irregularities of distribution. II. Commun. Pure Appl. Math. 29(6), 749–754 (1976). doi:10.1002/cpa.3160290614
K.F. Roth, On irregularities of distribution. III. Acta Arith. 35, 373–384 (1979)
K.F. Roth, On irregularities of distribution. IV. Acta Arith. 37, 67–75 (1980)
K.F. Roth, On a theorem of Beck. Glasgow Math. J. 27, 195–201 (1985). doi:10.1017/S0017089500006182
W.M. Schmidt, Irregularities of distribution. Q. J. Math. Oxford II. Ser. 19, 181–191 (1968). doi:10.1093/qmath/19.1.181
W.M. Schmidt, Irregularities of distribution. II. Trans. Am. Math. Soc. 136, 347–360 (1969). doi:10.2307/1994719
W.M. Schmidt, Irregularities of distribution. III. Pacific J. Math. 29, 225–234 (1969). doi:10.2140/pjm.1969.29.225
W.M. Schmidt, Irregularities of distribution. IV. Invent. Math. 7, 55–82 (1969). doi:10.1007/BF01418774
W.M. Schmidt, Irregularities of distribution. V. Proc. Am. Math. Soc. 25, 608–614 (1970). doi:10.2307/2036653
W.M. Schmidt, Irregularities of distribution. VI. Compos. Math. 24, 63–74 (1972)
W.M. Schmidt, Irregularities of distribution. VII. Acta Arith. 21, 45–50 (1972)
W.M. Schmidt, Irregularities of distribution. VIII. Trans. Am. Math. Soc. 198, 1–22 (1974). doi:10.2307/1996744
W.M. Schmidt, Irregularities of distribution. IX. Acta Arith. 27, 385–396 (1975)
W.M. Schmidt, Irregularities of Distribution. X. (Academic Press, New York, 1977)
S. Sidon, Verallgemeinerung eines Satzes über die absolute Konvergenz von Fourierreihen mit Lücken. Math. Ann. 97, 675–676 (1927). doi:10.1007/BF01447888
S. Sidon, Ein Satz über trigonometrische Polynome mit Lücken und seine Anwendung in der Theorie der Fourier-Reihen. J. Reine Angew. Math. 163, 251–252 (1930). doi:10.1515/crll.1930.163.251
M.M. Skriganov, Harmonic analysis on totally disconnected groups and irregularities of point distributions. J. Reine Angew. Math. 600, 25–49 (2006). doi:10.1515/CRELLE.2006.085
M.M. Skriganov, private communication, Palo Alto, CA (2008)
I.M. Sobol, Multidimensional Quadrature Formulas and Haar Functions. (Biblioteka Prikladnogo Analiza i Vychislitel’noĭ Matematiki. Izdat. ‘Nauka’, FizMatLit., Moscow, 1969), p. 288
E.M. Stein, Harmonic Analysis: Real-Variable Methods, Orthogonality, and Oscillatory Integrals. With the Assistance of Timothy S. Murphy. Princeton Mathematical Series, vol. 43 (Princeton University Press, Princeton, NJ, 1993), p. 695
M. Talagrand, The small ball problem for the Brownian sheet. Ann. Probab. 22(3), 1331–1354 (1994). doi:10.1214/aop/1176988605
V.N. Temlyakov, Approximation of periodic functions of several variables with bounded mixed difference. Math. USSR Sb. 41, 53–66 (1982). doi:10.1070/SM1982v041n01ABEH002220
V.N. Temlyakov, Approximation of Functions with a Bounded Mixed Derivative. Transl. from the Russian by H. H. McFaden. Proceedings of the Steklov Institute of Mathematics, vol. 1 (American Mathematical Society (AMS), Providence, RI, 1989), p. 121
V.N. Temlyakov, Approximation of Periodic Functions. Computational Mathematics and Analysis Series (Nova Science Publishers, Commack, NY, 1993), p. 419
V.N. Temlyakov, An inequality for trigonometric polynomials and its application for estimating the entropy numbers. J. Complexity 11(2), 293–307 (1995). doi:10.1006/jcom.1995.1012
V.N. Temlyakov, Some inequalities for multivariate Haar polynomials. East J. Approx. 1(1), 61–72 (1995)
V.N. Temlyakov, An inequality for trigonometric polynomials and its application for estimating the Kolmogorov widths. East J. Approx. 2(2), 253–262 (1996)
V.N. Temlyakov, On two problems in the multivariate approximation. East J. Approx. 4(4), 505–514 (1998)
V.N. Temlyakov, Cubature formulas, discrepancy, and nonlinear approximation. J. Complexity 19(3), 352–391 (2003). doi:10.1016/S0885-064X(02)00025-0
H. Triebel, Bases in Function Spaces, Sampling, Discrepancy, Numerical Integration. EMS Tracts in Mathematics, vol. 11 (European Mathematical Society (EMS), Zürich, 2010), p. 296. doi:10.4171/085
H. Triebel, Numerical integration and discrepancy, a new approach. Math. Nachr. 283(1), 139–159 (2010). doi:10.1002/mana.200910842
T. van Aardenne-Ehrenfest, Proof of the impossibility of a just distribution of an infinite sequence of points over an interval. Proc. Kon. Ned. Akad. v. Wetensch. 48, 266–271 (1945)
T. van Aardenne-Ehrenfest, On the impossibility of a just distribution. Proc. Nederl. Akad. Wetensch. Amsterdam 52, 734–739 (1949)
J.G. van der Corput, Verteilungsfunktionen. I. Proc. Akad. Wetensch. Amsterdam 38, 813–821 (1935)
J.G. van der Corput, Verteilungsfunktionen. II. Proc. Akad. Wetensch. Amsterdam 38, 1058–1066 (1935)
R.R. Varshamov, The evaluation of signals in codes with correction of errors. Dokl. Akad. Nauk SSSR 117, 739–741 (1957)
G. Wang, Sharp square-function inequalities for conditionally symmetric martingales. Trans. Am. Math. Soc. 328(1), 393–419 (1991). doi:10.2307/2001887
A. Zygmund, Trigonometric Series. Volumes I and II Combined. With a foreword by Robert Fefferman. 3rd edn. Cambridge Mathematical Library (Cambridge University Press, Cambridge, 2002), p. 364
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Bilyk, D. (2014). Roth’s Orthogonal Function Method in Discrepancy Theory and Some New Connections. In: Chen, W., Srivastav, A., Travaglini, G. (eds) A Panorama of Discrepancy Theory. Lecture Notes in Mathematics, vol 2107. Springer, Cham. https://doi.org/10.1007/978-3-319-04696-9_2
Download citation
DOI: https://doi.org/10.1007/978-3-319-04696-9_2
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-04695-2
Online ISBN: 978-3-319-04696-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)