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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.


The asymptotic efficiency of randomized nets for quadrature
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by Fred J. Hickernell and Hee Sun Hong PDF
Math. Comp. 68 (1999), 767-791 Request permission


An $\mathcal {L}_{2}$-type discrepancy arises in the average- and worst-case error analyses for multidimensional quadrature rules. This discrepancy is uniquely defined by $K(x,y)$, which serves as the covariance kernel for the space of random functions in the average-case analysis and a reproducing kernel for the space of functions in the worst-case analysis. This article investigates the asymptotic order of the root mean square discrepancy for randomized $(0,m,s)$-nets in base $b$. For moderately smooth $K(x,y)$ the discrepancy is $\operatorname {O}(N^{-1}[\log (N)]^{(s-1)/2})$, and for $K(x,y)$ with greater smoothness the discrepancy is $\operatorname {O}(N^{-3/2}[\operatorname {log}(N)]^{(s-1)/2})$, where $N=b^{m}$ is the number of points in the net. Numerical experiments indicate that the $(t,m,s)$-nets of Faure, Niederreiter and Sobol′do not necessarily attain the higher order of decay for sufficiently smooth kernels. However, Niederreiter nets may attain the higher order for kernels corresponding to spaces of periodic functions.
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Additional Information
  • Fred J. Hickernell
  • Affiliation: Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
  • ORCID: 0000-0001-6677-1324
  • Email:
  • Hee Sun Hong
  • Affiliation: Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
  • Received by editor(s): March 6, 1997
  • Received by editor(s) in revised form: September 11, 1997
  • Additional Notes: This research was supported by a HKBU FRG grant 95-96/II-01.
  • © Copyright 1999 American Mathematical Society
  • Journal: Math. Comp. 68 (1999), 767-791
  • MSC (1991): Primary 65D30, 65D32
  • DOI:
  • MathSciNet review: 1609662