Low-discrepancy sequence
Definition
Let be an integer, and let be a sequence of points of . For let be the number of indices with . The star discrepancy of the first points is The sequence is a low-discrepancy sequence if some constant , independent of , satisfies
Remarks
Example: the van der Corput sequence in base , with , is when in binary; its first terms are . It satisfies in big O notation, so it is a low-discrepancy sequence. Non-example: the constant sequence has for every with all , so for all , and the bound fails. A sequence has if and only if it is uniformly distributed in ; for this is equidistribution modulo one. So every low-discrepancy sequence is uniformly distributed, but the converse fails. For independent uniform random points, is typically of order up to logarithmic factors, much larger than for large . Some authors require the bound only for large, or use the extreme discrepancy over all boxes, not only those anchored at ; this changes only the constant.
Reading path
To understand this page from the ground up, read these 3 pages in order. The foundations come first.
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- no evidence level
- Big O notation concept
- Equidistribution modulo one concept
- Low-discrepancy sequence definition
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About this page
| Tag | 26C8QTZSVY |
|---|---|
| URI | m2://26C8QTZSVY |
| Kind | definition |
| Writing | W0 stub |
| MSC | 11K38, 11K36, 65C05 |
| Defines | Low-discrepancy sequence |
| Uses | Equidistribution modulo one, Big O notation |
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