On Koksma-Hlawka inequality

preprint2011arXivOpen access

The classical Koksma Hlawka inequality does not apply to functions with simple discontinuities. Here we state a Koksma Hlawka type inequality which applies to piecewise smooth functions $fχ_Ω$ , with $f$ smooth and $Ω$ a Borel subset of $[0,1]^{d}$ .

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On Koksma-Hlawka inequality

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