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arxiv: 1404.0114 · v1 · pith:MFBSOCPRnew · submitted 2014-04-01 · 🧮 math.NT · math.NA

The weighted star discrepancy of Korobov's p-sets

classification 🧮 math.NT math.NA
keywords discrepancysetsstarweightedbeenweightsachievebounds
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We analyze the weighted star discrepancy of so-called $p$-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 $p$-sets perform well in terms of the dependence on the dimension. We prove bounds on the weighted star discrepancy of the $p$-sets which hold for any choice of weights. For product weights we give conditions under which the discrepancy bounds are independent of the dimension $s$. 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.

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