Formulas for the Computation of the Weighted L2 Discrepancy
نویسنده
چکیده
For a d-dimensional quasi-Monte Carlo method with n points, calculating the weighted L 2 discrepancy using a formula obtained directly from its deenition requires O(2 d?1 dn 2) operations. Here we give an alternative formula requiring O(dn 2) operations. We also present the rst numerical calculations of the weighted L 2 discrepancy. These results give supporting evidence for thèlimiting discrepancy'.
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تاریخ انتشار 1997