A thorough analysis of the discrepancy of shifted Hammersley and van der Corput point sets

We study the star discrepancy of Hammersley nets and van der Corput sequences which are important examples of low-dimensional quasi-Monte Carlo point sets. By a so-called digital shift, the quality of distribution of these point sets can be improved. In this paper, we advance and extend existing bounds on digitally shifted Hammersley and van der Corput point sets and establish criteria for the choice of digital shifts leading to optimal results. Our investigations are partly based on a close analysis of certain sums of distances to the nearest integer.

[1]  W. Schmidt Irregularities of distribution , 1968 .

[2]  Robert Béjian,et al.  Discrépance de la suite de van der Corput , 1978 .

[3]  Peter Kritzer,et al.  A best possible upper bound on the star discrepancy of (t, m, 2)-nets , 2006, Monte Carlo Methods Appl..

[4]  Robert Béjian Minoration de la discrépance d'une suite quelconque sur T , 1982 .

[5]  H. Faure,et al.  On the star-discrepancy of generalized Hammersley sequences in two dimensions , 1986 .

[6]  S. K. Zaremba,et al.  The extreme and L2 discrepancies of some plane sets , 1969 .

[7]  Michael Drmota,et al.  Precise distribution properties of the van der Corput sequence and related sequences , 2005 .

[8]  Friedrich Pillichshammer On the discrepancy of (0,1)-sequences , 2004 .

[9]  Peter Kritzer On some remarkable properties of the two-dimensional Hammersley point set in base 2 , 2006 .

[10]  Harald Niederreiter,et al.  Random number generation and Quasi-Monte Carlo methods , 1992, CBMS-NSF regional conference series in applied mathematics.

[11]  L. D. Clerck,et al.  A method for exact calculation of the stardiscrepancy of plane sets applied to the sequences of Hammersley , 1986 .

[12]  Friedrich Pillichshammer,et al.  Sums of distances to the nearest integer and the discrepancy of digital nets , 2003 .

[13]  Robert F. Tichy,et al.  Sequences, Discrepancies and Applications , 1997 .

[14]  W. Schmidt On irregularities of distribution vii , 1972 .

[15]  Lauwerens Kuipers,et al.  Uniform distribution of sequences , 1974 .

[16]  Point sets with low Lp-discrepancy , 2007 .