Integrability of weak mixed first-order derivatives and convergence rates of scrambled digital nets
Numerical Analysis
2025-05-20 v1 Numerical Analysis
Abstract
We consider the integrability of weak mixed first-order derivatives of the integrand and study convergence rates of scrambled digital nets. We show that the generalized Vitali variation with parameter from [Dick and Pillichshammer, 2010] is bounded above by the norm of the weak mixed first-order derivative, where . Consequently, when the weak mixed first-order derivative belongs to for , the variance of the scrambled digital nets estimator convergences at a rate of . Numerical experiments further validate the theoretical results.
Keywords
Cite
@article{arxiv.2502.02266,
title = {Integrability of weak mixed first-order derivatives and convergence rates of scrambled digital nets},
author = {Yang Liu},
journal= {arXiv preprint arXiv:2502.02266},
year = {2025}
}