Approximation of Quasi-Monte Carlo worst case error in weighted spaces of infinitely times smooth functions
In this paper, we consider Quasi-Monte Carlo (QMC) worst case error of weighted smooth function classes in $C^\infty[0,1]^s$ by a digital net over $\mathbb F_2$. We show that the ratio of the worst case error to the QMC integration error of an exponential function is bounded above and below by const...
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Zusammenfassung: | In this paper, we consider Quasi-Monte Carlo (QMC) worst case error of
weighted smooth function classes in $C^\infty[0,1]^s$ by a digital net over
$\mathbb F_2$. We show that the ratio of the worst case error to the QMC
integration error of an exponential function is bounded above and below by
constants. This result provides us with a simple interpretation that a digital
net with small QMC integration error for an exponential function also gives the
small integration error for any function in this function space. |
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DOI: | 10.48550/arxiv.1611.00561 |