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 -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 -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