English

Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension

Numerical Analysis 2014-02-19 v3

Abstract

In a celebrated construction, Chen and Skriganov gave explicit examples of point sets achieving the best possible L2L_2-norm of the discrepancy function. We consider the discrepancy function of the Chen-Skriganov point sets in Besov spaces with dominating mixed smoothness and show that they also achieve the best possible rate in this setting. The proof uses a bb-adic generalization of the Haar system and corresponding characterizations of the Besov space norm. Results for further function spaces and integration errors are concluded.

Keywords

Cite

@article{arxiv.1201.2311,
  title  = {Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension},
  author = {Lev Markhasin},
  journal= {arXiv preprint arXiv:1201.2311},
  year   = {2014}
}

Comments

arXiv admin note: text overlap with arXiv:1109.4548