A note on the figure of merit of 2-dimensional rank 2 lattice rules.
Functions of bounded variation, signed measures, and a general Koksma-Hlawka inequality
We prove a correspondence principle between multivariate functions of bounded variation in the sense of Hardy and Krause and signed measures of finite total variation, which allows us to obtain a simple proof of a generalized Koksma-Hlawka inequality for non-uniform measures. Applications of this inequality to importance sampling in Quasi-Monte Carlo integration and tractability theory are given. We also discuss the problem of transforming a low-discrepancy sequence with respect to the uniform measure...
Optimal 𝓛₂ discrepancy bounds for higher order digital sequences over the finite field 𝔽₂
Low-discrepancy point sets for non-uniform measures
We prove several results concerning the existence of low-discrepancy point sets with respect to an arbitrary non-uniform measure μ on the d-dimensional unit cube. We improve a theorem of Beck, by showing that for any d ≥ 1, N ≥ 1, and any non-negative, normalized Borel measure μ on there exists a point set whose star-discrepancy with respect to μ is of order . For the proof we use a theorem of Banaszczyk concerning the balancing of vectors, which implies an upper bound for the linear discrepancy...
On the mean square weighted ℒ₂ discrepancy of randomized digital (t,m,s)-nets over ℤ₂
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