Minimizing the L2 and L∞ star discrepancies of a single point in the unit hypercube

  • Authors:
  • Tim Pillards;Bart Vandewoestyne;Ronald Cools

  • Affiliations:
  • Department of Computer Science, Katholieke Universiteit Leuven, Heverlee, Belgium;Department of Computer Science, Katholieke Universiteit Leuven, Heverlee, Belgium;Department of Computer Science, Katholieke Universiteit Leuven, Heverlee, Belgium

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2006

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Abstract

Consider a point set that contains a single point x in the s-dimensional hypercube. We show where to place x in order to minimize the L2 and L∞ star discrepancies, measures often used in quasi-Monte Carlo integration.