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Multidimensional Quasi-Monte Carlo Integration in Weighted Anchored Sobolev Spaces

Year: 2024
Type: article
Abstract: In this article, an exact formula for the mean square worst-case error of the integration in the weighted anchored Sobolev spaces $$H_{\mathrm{Sob},s,\gamma,\mathbf{w}}$$ presented in terms of the functions of the system $$\Gamma_{\mathcal{B}_s}$$ is delivered. The notion of the so-called weighted anchored diaphony is introduced and is shown that it is a quantitative measure for the irregularity of the distribution of sequences. The relationship that exists between the mean square worst-case error and this type of the diaphony is established.
Language: English
Open Access status: diamond
OpenAlex ID: W4405790698
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