The weighted star discrepancy of Korobov's pp-sets

preprint2014arXivOpen access

Abstract

We analyze the weighted star discrepancy of so-called pp-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 pp-sets perform well in terms of the dependence on the dimension. We prove bounds on the weighted star discrepancy of the pp-sets which hold for any choice of weights. For product weights we give conditions under which the discrepancy bounds are independent of the dimension ss. 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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