变分有界函数、有号测度及一个一般的Koksma-Hlawka不等式
Functions of bounded variation, signed measures, and a general Koksma-Hlawka inequality
AI总结:
本文通过 Hardy 和 Krause 意义下的多变量变分函数与有限总变分有号测度之间的对应关系,推导出非均匀测度下的广义 Koksma-Hlawka 不等式,并探讨了将其应用于重要采样和可处理性理论的应用,以及将均匀测度下的低偏差序列转换为一般测度下低偏差序列的限制。
摘要:
在本文中,我们证明了 Hardy 和 Krause 意义下的多变量变分函数与有限总变分有号测度之间的对应原理,这使得我们能够获得非均匀测度下的广义 Koksma--Hlawka 不等式的一个简单证明。我们给出了该不等式在 Quasi-Monte Carlo 积分中的重要采样和可处理性理论中的应用。此外,我们讨论了将相对于均匀测度的低偏差序列转换为相对于一般测度 μ 的低偏差序列的问题,并展示了 Chelson 提出的方法的局限性。
英文摘要:
In this paper we prove a correspondence principle between multivariate functions of bounded variation in the sense of Hardy and Krause and signed measures of finite total variation, which allows us to obtain a simple proof of a generalized Koksma--Hlawka inequality for non-uniform measures. Applications of this inequality to importance sampling in Quasi-Monte Carlo integration and tractability theory are given. Furthermore, we discuss the problem of transforming a low-discrepancy sequence with respect to the uniform measure into a sequence with low discrepancy with respect to a general measure $μ$, and show the limitations of a method suggested by Chelson.
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