Polynomial Lattice Point Sets

Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 23)

Abstract

Polynomial lattice point sets are special types of (t, m, s)-nets as introduced by H. Niederreiter in the 1980s. Quasi-Monte Carlo rules using them as underlying nodes are called polynomial lattice rules. In their overall structure polynomial lattice rules are very similar to usual lattice rules due to E. Hlawka and N. M. Korobov. The main difference is that here one uses polynomial arithmetic over a finite field instead of the usual integer arithmetic. In this overview paper we give a comprehensive review of the research on polynomial lattice rules during the last decade. We touch on topics like extensible polynomial lattice rules, higher order polynomial lattice rules and the weighted discrepancy of polynomial lattice point sets. Furthermore we compare polynomial lattice rules with lattice rules and show what results for polynomial lattice rules also have an analog for usual lattice rules and vice versa.

Keywords

Star Discrepancy Lattice Rule Optimal Convergence Rate Walsh Function Smoothness Parameter 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

Acknowledgements

The author is partially supported by the Austrian Science Foundation (FWF), Project S9609, that is part of the Austrian National Research Network “Analytic Combinatorics and Probabilistic Number Theory”. The author also thanks Josef Dick and Peter Kritzer for many remarks and suggestions.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Institut für FinanzmathematikUniversität LinzLinzAustria

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