Finding exact formulas for the $L_2$ discrepancy of digital $(0,n,2)$-nets via Haar functions

Ralph Kritzinger¹

¹ Institute of Financial Mathematics and Applied Number Theory Johannes Kepler University 4040 Linz, Austria

Acta Arithmetica, Tome 187 (2019) no. 2, pp. 151-187

Résumé

We use the Haar function system in order to study the $L_2$ discrepancy of a class of digital $(0,n,2)$-nets. Our approach yields exact formulas for this quantity, which measures the irregularities of distribution of a set of points in the unit interval. We obtain such formulas not only for the classical digital nets, but also for shifted and symmetrized versions thereof. The basic idea of our proofs is to calculate all Haar coefficients of the discrepancy function exactly and insert them into Parseval’s identity. We also discuss reasons why certain (symmetrized) digital nets fail to achieve the optimal order of $L_2$ discrepancy and use the Littlewood–Paley inequality to obtain results on $L_p$ discrepancy for all $p\in (1,\infty )$.

Détail

DOI : 10.4064/aa171116-26-3

Keywords: haar function system order study discrepancy class digital nets approach yields exact formulas quantity which measures irregularities distribution set points unit interval obtain formulas only classical digital nets shifted symmetrized versions thereof basic idea proofs calculate haar coefficients discrepancy function exactly insert parseval identity discuss reasons why certain symmetrized digital nets fail achieve optimal order nbsp discrepancy littlewood paley inequality obtain results nbsp discrepancy infty