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arXiv 1407.4208math.NAcs.NAmath.NT
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星偏差问题的逆问题及伪随机数的生成

The inverse of the star-discrepancy problem and the generation of pseudo-random numbers

School of Mathematics and Statistics, The University of New South Wales(新南威尔士大学数学与统计学院);Department of Financial Mathematics, Johannes Kepler University(约翰·开普勒大学金融数学系)

Josef Dick, Friedrich Pillichshammer

AI总结:

研究星偏差问题的逆问题,探讨构造合适点集的方法,并指出其与伪随机数生成器的联系。

摘要:

星偏差问题的逆问题要求找到大小为N的点集P_{N,s},其星偏差D*(P_{N,s})满足D*(P_{N,s}) ≤ C√(s/N),其中C>0为与N和s无关的常数。2001年Heinrich等人首次给出了此类点集存在的结果,此后有诸多改进。目前仅存在此类点集存在的证明,而如何构造具体点集仍是重大开放问题。本文综述了该问题的最新进展,并指出其与伪随机数生成器的联系。

英文摘要:

The inverse of the star-discrepancy problem asks for point sets $P_{N,s}$ of size $N$ in the $s$-dimensional unit cube $[0,1]^s$ whose star-discrepancy $D^\ast(P_{N,s})$ satisfies $$D^\ast(P_{N,s}) \le C \sqrt{s/N},$$ where $C> 0$ is a constant independent of $N$ and $s$. The first existence results in this direction were shown by Heinrich, Novak, Wasilkowski, and Woźniakowski in 2001, and a number of improvements have been shown since then. Until now only proofs that such point sets exist are known. Since such point sets would be useful in applications, the big open problem is to find explicit constructions of suitable point sets $P_{N,s}$. We review the current state of the art on this problem and point out some connections to pseudo-random number generators.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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