Abstract
For numerical integration in higher dimensions, bounds for the star-discrepancy with polynomial dependence on the dimension d are desirable. Furthermore, it is still a great challenge to give construction methods for low-discrepancy point sets. In this paper, we give upper bounds for the star-discrepancy and its inverse for subsets of the d-dimensional unit cube. They improve known results. In particular, we determine the usually only implicitly given constants. The bounds are based on the construction of nearly optimal δ-covers of anchored boxes in the d-dimensional unit cube. We give an explicit construction of low-discrepancy points with a derandomized algorithm. The running time of the algorithm, which is exponentially in d, is discussed in detail and comparisons with other methods are given.
| Original language | English |
|---|---|
| Pages (from-to) | 691-709 |
| Number of pages | 19 |
| Journal | Journal of Complexity |
| Volume | 21 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 1 Jan 2005 |
| Externally published | Yes |
Keywords
- Covering number
- Derandomization
- Low-discrepancy point sets
- Probabilistic methods
- Star-discrepancy
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