Metrical Star Discrepancy Bounds for Lacunary Subsequences of Digital Kronecker-Sequences and Polynomial Tractability

Abstract

The star discrepancy D * N (P) is a quantitative measure for the irregularity of distribution of a finite point set P in the multi-dimensional unit cube which is intimately related to the integration error of quasi-Monte Carlo algorithms. It is known that for every integer N ≥ 2 there are point sets P in [0, 1) d with |P| = N and D * N (P) = O((log N ) d−1 /N ). However, for small N compared to the dimension d this asymptotically excellent bound is useless (e.g. for N ≤ e d−1 ).In 2001 it has been shown by Heinrich, Novak, Wasilkowski and Woźniakowski that for every integer N ≥ 2 there exist point sets P in [0, 1) d with |P| = N and D * N (P) ≤ C d/N . Although not optimal in an asymptotic sense in N , this upper bound has a much better (and even optimal) dependence on the dimension d.Unfortunately the result by Heinrich et al. and also later variants thereof by other authors are pure existence results and until now no explicit construction of point sets with the above properties is known. Quite recently Löbbe studied lacunary subsequences of Kronecker's (nα)-sequence and showed a metrical discrepancy bound of the form C d(log d)/N with implied absolute constant C > 0 independent of N and d.In this paper we show a corresponding result for digital Kronecker sequences, which are a non-archimedean analog of classical Kronecker sequences.

Discrepancy of Digital Sequences: New Results on a Classical QMC Topic

“…Note that the result holds for all N ≥ 2 simultaneously. One gets rid of this log N -term when one considers only finite sequences as in Theorem 6; see [69,Theorem 3]. Furthermore, we remark that Theorem 7 corresponds to a result for classical Kronecker sequences which has been proved by Löbbe [63].…”

“…, f s ; see, e.g., [56,71]. Neumüller and Pillichshammer [69] studied a subsequence of digital Kronecker sequences. For f ∈ F b ((t −1 )) s consider S(f ) = (y n ) n≥0 where…”