Abstract
Point sets and sequences with small L2, discrepancy are useful in the evaluation of multiple integrals. For example, the average error in integration of all continuous functions over the unit cube (with respect to the Wiener measure) is given by the L2 discrepancy of the point set being used. [6] The Koksma-Hlawka inequality and Zaremba’s related inequality also imply the usefulness of low-discrepancy point sets. [4,7]
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Warnock, T.T. (1995). Computational Investigations of Low-Discrepancy Point Sets II. In: Niederreiter, H., Shiue, P.JS. (eds) Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Lecture Notes in Statistics, vol 106. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2552-2_23
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DOI: https://doi.org/10.1007/978-1-4612-2552-2_23
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