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MOC
1998

A generalized discrepancy and quadrature error bound

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A generalized discrepancy and quadrature error bound
An error bound for multidimensional quadrature is derived that includes the Koksma-Hlawka inequality as a special case. This error bound takes the form of a product of two terms. One term, which depends only on the integrand, is defined as a generalized variation. The other term, which depends only on the quadrature rule, is defined as a generalized discrepancy. The generalized discrepancy is a figure of merit for quadrature rules and includes as special cases the Lp-star discrepancy and Pα that arises in the study of lattice rules.
Fred J. Hickernell
Added 22 Dec 2010
Updated 22 Dec 2010
Type Journal
Year 1998
Where MOC
Authors Fred J. Hickernell
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