English

Star Discrepancy Bounds of Double Infinite Matrices induced by Lacunary Systems

Probability 2014-08-12 v1

Abstract

In 2001 Heinrich, Novak, Wasilkowski and Wo\'zniakowski proved that the inverse of the star discrepancy satisfies n(d,ε)c\absdε2n(d,\varepsilon)\leq c_{\abs}d \varepsilon^{-2} by showing that there exists a set of points in [0,1)d[0,1)^d whose star-discrepancy is bounded by c\absd/Nc_{\abs}\sqrt{d/N}. This result was generalized by Aistleitner who showed that there exists a double infinite random matrix with elements in [0,1)[0,1) which partly are coordinates of elements of a Halton sequence and partly independent uniformly distributed random variables such that any N×dN\times d-dimensional projection defines a set {x1,,xN}[0,1)d\{x_1,\ldots,x_N\}\subset [0,1)^d with \begin{equation*} D^*_N(x_1,\ldots,x_N)\leq c_{\abs}\sqrt{d/N}. \end{equation*} In this paper we consider a similar double infinite matrix where the elements instead of independent random variables are taken from a certain multivariate lacunary sequence and prove that with high probability each projection defines a set of points which has up to some constant the same upper bound on its star-discrepancy but only needs a significantly lower number of digits to simulate.

Keywords

Cite

@article{arxiv.1408.2216,
  title  = {Star Discrepancy Bounds of Double Infinite Matrices induced by Lacunary Systems},
  author = {Thomas Löbbe},
  journal= {arXiv preprint arXiv:1408.2216},
  year   = {2014}
}

Comments

27 pages,The results are part of the author's PhD thesis supported by IRTG 1132, University of Bielefeld