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Research Papers
Probability estimates related to Korobov's number-theoretical quadrature formulas
A. A. Illarionov National Research University Higher School of Economics
Abstract:
Let $a_1, \ldots, a_s$ be integers and $N$ be a positive integer. Korobov (1959) and Hlawka (1962) proposed to use the points $$ x^{(k)} = (\{a_1 k/N\}, \ldots, \{a_1 k/N\}), k=1,\ldots, N, $$ as nodes of multidimensional quadrature formulae. We obtain some new probability estimates related to discrepancy of the sequence $K_N(a)=\{x^{(1)},\ldots, x^{(N)}\}$ and error of Korobov's number-theoretical quadrature formulas.
Keywords:
uniform distribution, discrepancy from the uniform distribution, Korobov-Hlawka sequences, Korobov grids, number-theoretical quadrature formulas.
Received: 06.02.2024
Citation:
A. A. Illarionov, “Probability estimates related to Korobov's number-theoretical quadrature formulas ”, Algebra i Analiz, 36:6 (2024), 47–81
Linking options:
https://www.mathnet.ru/eng/aa1946 https://www.mathnet.ru/eng/aa/v36/i6/p47
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Abstract page: | 103 | Full-text PDF : | 5 | References: | 19 | First page: | 13 |
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