Measures of irregularity of distribution, such as discrepancy and dispersion, play a major role in quasi-Monte Carlo methods for integration and optimization. In this paper, a new measure of irregularity of distribution, called volume-dispersion, is introduced. Its relation to the discrepancy and tr
โฆ LIBER โฆ
A new measure of irregularity of distribution
โ Scribed by Ilya M. Sobol'; Oleg V. Nuzhdin
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 339 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0022-314X
No coin nor oath required. For personal study only.
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Here the case W=2 was established by Roth [11,12]. The general case was established by Schmidt [13] and Chen [6]. Note also that the conclusions remain true in the trivial case L=1.