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Good intermediate-rank lattice rules based on the weighted star discrepancy

Abstract
We study the problem of constructing good intermediate-rank lattice rules in the sense of having a low weighted star discrepancy. The intermediate-rank rules considered here are obtained by “copying” rank-1 lattice rules. We show that such rules can be constructed using a component-by-component technique and prove that the bound for the weighted star discrepancy achieves the optimal convergence rate.
Type
Chapter in Book
Type of thesis
Series
Citation
Sinescu, V. & Joe, S. (2006). Good intermediate-rank lattice rules based on the weighted star discrepancy. In O. Carja & I.I. Vrabie (Eds), Applied Analysis and Differential Equations (pp. 329-342). World Scientific.
Date
2006
Publisher
World Scientific
Degree
Supervisors
Rights
This is an author’s version of a paper published in the book: Applied Analysis and Differential Equations. ©2006 World Scientific.