English

Probabilistic Star Discrepancy Bounds for Lacunary Point Sets

Probability 2014-08-12 v1

Abstract

By a result of Heinrich, Novak, Wasilkowski and Wo\'zniakowski the inverse of the star discrepancy n(d,ε)n(d,\varepsilon) satisfies n(d,ε)c\absdε2n(d,\varepsilon)\leq c_{\abs}d\varepsilon^{-2}. Equivalently for any NN and dd there exists a set of NN points in [0,1)d[0,1)^d with star discrepacny bounded by c\absd/N\sqrt{c_{\abs}\cdot d/N}. They actually proved that a set of independent uniformly distributed random points satisfies this upper bound with positive probability. Although Aistleitner and Hofer later refined this result by proving a precise value of c\absc_{\abs} depending on the probability with which the inequality holds, so far there is no general construction for such a set of points known. In this paper we consider the sequence (xn)n1=(2n1x1)n1(x_n)_{n\geq 1}=(\langle 2^{n-1}x_1\rangle)_{n\geq 1} for a uniformly distributed point x1[0,1)dx_1\in [0,1)^d and prove that the star discrepancy is bounded by Cdlog2d/NC\sqrt{d\log_2d/N}. The precise value of CC depends on the probability with which this upper bound holds.

Keywords

Cite

@article{arxiv.1408.2220,
  title  = {Probabilistic Star Discrepancy Bounds for Lacunary Point Sets},
  author = {Thomas Löbbe},
  journal= {arXiv preprint arXiv:1408.2220},
  year   = {2014}
}
R2 v1 2026-06-22T05:24:22.058Z