Math 2.0

Number theory Definition

Low-discrepancy sequence

Builds on Equidistribution modulo oneBig O notation

Definition

Let s≥1s \ge 1 be an integer, and let x1,x2,…x_1, x_2, \ldots be a sequence of points of [0,1)s[0, 1)^s. For t=(t1,…,ts)∈[0,1]st = (t_1, \ldots, t_s) \in [0, 1]^s let AN(t)A_N(t) be the number of indices i≤Ni \le N with xi∈[0,t1)×⋯×[0,ts)x_i \in [0, t_1) \times \cdots \times [0, t_s). The star discrepancy of the first NN points is DN∗=sup⁡t∈[0,1]s∣AN(t)N−t1t2⋯ts∣.D_N^* = \sup_{t \in [0, 1]^s} \left| \frac{A_N(t)}{N} - t_1 t_2 \cdots t_s \right|. The sequence is a low-discrepancy sequence if some constant cc, independent of NN, satisfies DN∗≤c (log⁡N)sNfor all N≥2.D_N^* \le c\, \frac{(\log N)^s}{N} \qquad \text{for all } N \ge 2.

Remarks

Example: the van der Corput sequence in base 22, with s=1s = 1, is xi=∑kak2−k−1x_i = \sum_k a_k 2^{-k-1} when i=∑kak2ki = \sum_k a_k 2^k in binary; its first terms are 12,14,34,18\frac12, \frac14, \frac34, \frac18. It satisfies DN∗=O(log⁡N/N)D_N^* = O(\log N / N) in big O notation, so it is a low-discrepancy sequence. Non-example: the constant sequence xi=0x_i = 0 has AN(t)=NA_N(t) = N for every tt with all tj>0t_j > 0, so DN∗=1D_N^* = 1 for all NN, and the bound fails. A sequence has DN∗→0D_N^* \to 0 if and only if it is uniformly distributed in [0,1)s[0, 1)^s; for s=1s = 1 this is equidistribution modulo one. So every low-discrepancy sequence is uniformly distributed, but the converse fails. For independent uniform random points, DN∗D_N^* is typically of order N−1/2N^{-1/2} up to logarithmic factors, much larger than (log⁡N)s/N(\log N)^s / N for large NN. Some authors require the bound only for NN large, or use the extreme discrepancy over all boxes, not only those anchored at 00; this changes only the constant.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Low-discrepancy_sequence
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DefinesLow-discrepancy sequence
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