Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space (Q843126)
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scientific article; zbMATH DE number 5608822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space |
scientific article; zbMATH DE number 5608822 |
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Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space (English)
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29 September 2009
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In the paper under review, the approximate calculation of weighted integrals over Euclidean space by using shifted rank \(-1\) lattice rules with good bounds on the general weighted star discrepancy is considered. The author firstly defines the general weighted star discrepancy \(GD^*_n\), and proves that \(GD^*_n= O(n^{-1+\delta})\) for any \(\delta> 0\), where the constant involved is independent of the dimension. Then he gives the component-by-component technique to construct the generating vector of these shifted lattice rules. Finally, the computational costs incurred by the construction are also discussed.
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rank-1 lattice rules
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generalised weighted star discrepancy
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component-by-component construction
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