Discrepancy of Digital Sequences: New Results on a Classical QMC Topic
For researchers in quasi-Monte Carlo methods, this review summarizes recent theoretical advances on discrepancy measures of digital sequences, but it is a survey without novel contributions.
This paper reviews recent results on various types of discrepancy of digital sequences, including star discrepancy, weighted star discrepancy, Lp-discrepancy, and norms in Sobolev, Besov, and Triebel-Lizorkin spaces. It consolidates findings that extend classical knowledge beyond star discrepancy to other measures, but does not present new experimental results or quantitative improvements.
The theory of digital sequences is a fundamental topic in QMC theory. Digital sequences are prototypes of sequences with low discrepancy. First examples were given by Il'ya Meerovich Sobol' and by Henri Faure with their famous constructions. The unifying theory was developed later by Harald Niederreiter. Nowadays there is a magnitude of examples of digital sequences and it is classical knowledge that the star discrepancy of the initial $N$ elements of such sequences can achieve a rate of order $(\log N)^s/N$, where $s$ denotes the dimension. On the other hand, very little has been known about the $L_p$ norm of the discrepancy function of digital sequences for finite $p$, apart from evident estimates in terms of star discrepancy. In this article we give a review of some recent results on various types of discrepancy of digital sequences. This comprises: star discrepancy and weighted star discrepancy, $L_p$-discrepancy, discrepancy with respect to bounded mean oscillation and exponential Orlicz norms, as well as Sobolev, Besov and Triebel-Lizorkin norms with dominating mixed smoothness.