关于涉及指数和的一类重要的尼德雷特不等式

P. Hellekalek
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引用次数: 0

摘要

Erdos-Turan-Koksma不等式是用指数和来限定s维单位立方[0,1),s≥1序列的差异的基本工具。在一系列令人印象深刻的论文中,Harald Niederreiter建立了这个不等式的变体,并在伪随机数生成和拟蒙特卡罗方法的背景下证明了各种序列和点集的差异界。这些结果是一个重要的突破,因为它们标志着对伪随机数进行彻底的理论相关性分析的起点。尼德雷特的技术也为数字序列的研究做了准备,这是现代准蒙特卡罗方法的核心。在这篇文章中,我们概述了这些概念,并证明了Erdos-Turan-Koksma不等式的混合版本,从而扩展了Niederreiter最近的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On an important family of inequalities of Niederreiter involving exponential sums
The inequality of Erdos-Turan-Koksma is a fundamental tool to bound the discrepancy of a sequence in the s-dimensional unit cube [0, 1), s ≥ 1, in terms of exponential sums. In an impressive series of papers, Harald Niederreiter has established variants of this inequality and has proved bounds for the discrepancy for various sequences and point sets, in the context of pseudo-random number generation and in quasi-Monte Carlo methods. These results have been an important breakthrough, because they marked the starting point of a thorough theoretical correlation analysis of pseudo-random numbers. Niederreiter’s technique also prepared for the study of digital sequences, which are central to modern quasi-Monte Carlo methods. In this contribution, we present an overview of these concepts and prove a hybrid version of the inequality of Erdos-Turan-Koksma, thereby extending a recent result of Niederreiter.
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