On the L2-discrepancy of the Sobol-Hammersley net in dimension 3

  • Authors:
  • G. Larcher;F. Pillichshammer

  • Affiliations:
  • Institut für Analysis, Universität Linz, Altenbergerstraße 69, A-4040 Linz, Austria;Institut für Analysis, Universität Linz, Altenbergerstraße 69, A-4040 Linz, Austria

  • Venue:
  • Journal of Complexity
  • Year:
  • 2002

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Abstract

With the help of Walsh series analysis we show that the symmetrized Sobol-Hammersley net in base 2 and dimension 3 has almost best possible order of L2-discrepancy.