Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension

  • Authors:
  • Lev Markhasin

  • Affiliations:
  • -

  • Venue:
  • Journal of Complexity
  • Year:
  • 2013

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Abstract

In a celebrated construction, Chen and Skriganov gave explicit examples of point sets achieving the best possible L"2-norm of the discrepancy function. We consider the discrepancy function of the Chen-Skriganov point sets in Besov spaces with dominating mixed smoothness and show that they also achieve the best possible rate in this setting. The proof uses a b-adic generalization of the Haar system and corresponding characterizations of the Besov space norm. Results for further function spaces and integration errors are concluded.