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The Weighted Dyadic Diaphony of Digital Sequences

In: Monte Carlo and Quasi-Monte Carlo Methods 2006

Author

Listed:
  • Peter Kritzer

    (Universität Salzburg, Fachbereich Mathematik)

  • Friedrich Pillichshammer

    (Universität Linz, Institut für Finanzmathematik)

Abstract

Summary The (weighted) dyadic diaphony is a measure for the irregularity of distribution modulo one of a sequence. Recently it has been shown that the (weighted) dyadic diaphony can be interpreted as the worst-case error for QMC integration in a certain Hilbert space of functions. In this paper we give upper bounds on the weighted dyadic diaphony of digital (t, s)-sequences over ℤ2.

Suggested Citation

  • Peter Kritzer & Friedrich Pillichshammer, 2008. "The Weighted Dyadic Diaphony of Digital Sequences," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 549-560, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-74496-2_32
    DOI: 10.1007/978-3-540-74496-2_32
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