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

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摘要

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.

论文关键词:Star discrepancy,Quasi-Monte Carlo

论文评审过程:Received 30 June 2005, Revised 4 November 2005, Available online 27 December 2005.

论文官网地址:https://doi.org/10.1016/j.cam.2005.11.005