The weighted star discrepancy of Korobov's $p$-sets
Abstract
We analyze the weighted star discrepancy of so-called -sets which go back to definitions due to Korobov in the 1950s and Hua and Wang in the 1970s. Since then, these sets have largely been ignored since a number of other constructions have been discovered which achieve a better convergence rate. However, it has recently been discovered that the -sets perform well in terms of the dependence on the dimension. We prove bounds on the weighted star discrepancy of the -sets which hold for any choice of weights. For product weights we give conditions under which the discrepancy bounds are independent of the dimension . This implies strong polynomial tractability for the weighted star discrepancy. We also show that a very weak condition on the product weights suffices to achieve polynomial tractability.
Keywords
Cite
@article{arxiv.1404.0114,
title = {The weighted star discrepancy of Korobov's $p$-sets},
author = {Josef Dick and Friedrich Pillichshammer},
journal= {arXiv preprint arXiv:1404.0114},
year = {2014}
}