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dc.contributor.authorJoe, Stephen
dc.coverage.spatialJuan les Pins, FRANCEen_NZ
dc.date.accessioned2009-02-10T21:32:26Z
dc.date.available2009-02-10T21:32:26Z
dc.date.issued2006
dc.identifier.citationJoe, S.(2006). Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy. In H. Niederreiter & D. Talay (Eds), Monte Carlo and Quasi-Monte Carlo Methods 2004 (pp. 181-196). Proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. Berlin, Germany: Springer.en
dc.identifier.urihttps://hdl.handle.net/10289/2000
dc.description.abstractThe ‘goodness’ of a set of quadrature points in [0, 1]d may be measured by the weighted star discrepancy. If the weights for the weighted star discrepancy are summable, then we show that for n prime there exist n-point rank-1 lattice rules whose weighted star discrepancy is O(n−1+δ) for any δ>0, where the implied constant depends on δ and the weights, but is independent of d and n. Further, we show that the generating vector z for such lattice rules may be obtained using a component-by-component construction. The results given here for the weighted star discrepancy are used to derive corresponding results for a weighted Lp discrepancy.en
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.publisherSpringer, Berlinen
dc.relation.urihttp://www.springer.com/math/dyn.+systems/book/978-3-540-25541-3en
dc.rightsThis is an author’s version of a paper published in Monte Carlo and Quasi-Monte Carlo Methods 2004. ©2006 Springer.en
dc.sourceMonte Carlo and Quasi-Monte Carlo Methods 2004en_NZ
dc.subjectmathematicsen
dc.subjectlattice rulesen
dc.titleConstruction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancyen
dc.typeConference Contributionen
dc.identifier.doi10.1007/3-540-31186-6_12en_NZ
dc.relation.isPartOfSixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computingen_NZ
pubs.begin-page181en_NZ
pubs.elements-id16201
pubs.end-page196en_NZ
pubs.finish-date2004-06-10en_NZ
pubs.start-date2004-06-07en_NZ


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