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On strong tractability of weighted multivariate integration
Author(s):
Fred
J.
Hickernell;
Ian
H.
Sloan;
Grzegorz
W.
Wasilkowski.
Journal:
Math. Comp.
73
(2004),
1903-1911.
MSC (2000):
Primary 65D30, 65D32, 65Y20, 11K38
Posted:
April 22, 2004
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Abstract:
We prove that for every dimension and every number of points, there exists a point-set whose -weighted unanchored discrepancy is bounded from above by independently of provided that the sequence has for some (even arbitrarily large) . Here is a positive number that could be chosen arbitrarily close to zero and depends on but not on or . This result yields strong tractability of the corresponding integration problems including approximation of weighted integrals over unbounded domains such as . It also supplements the results that provide an upper bound of the form when .
References:
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- 3.
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Additional Information:
Fred
J.
Hickernell
Affiliation:
Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
Email:
fred@math.hkbu.edu.hk
Ian
H.
Sloan
Affiliation:
School of Mathematics, University of New South Wales, Sydney 2052, Australia
Email:
sloan@maths.unsw.edu.au
Grzegorz
W.
Wasilkowski
Affiliation:
Department of Computer Science, University of Kentucky, 773 Anderson Hall, Lexington, Kentucky 40506-0046
Email:
greg@cs.uky.edu
DOI:
10.1090/S0025-5718-04-01653-9
PII:
S 0025-5718(04)01653-9
Keywords:
Weighted integration,
quasi--Monte Carlo methods,
low discrepancy points,
tractability
Received by editor(s):
December 16, 2002
Received by editor(s) in revised form:
April 30, 2003
Posted:
April 22, 2004
Copyright of article:
Copyright
2004,
American Mathematical Society
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