Unit cube

Abstract: The article is mainly devoted to the systematic exposition of results that were published in the years 1954–1958 by K. I. Babenko [1], A. G. Vitushkin [2,3], V. D. Yerokhin [4], A. N. Kolmogorov [5,6] and V. M. Tikhomirov [7]. It is natural that when these materials were systematically rewritten, several new theorems were proved and certain examples were computed in more detail. This review also incorporates results not published previously which go beyond the framework of such a systematization, and belong to V. I. Arnold (§6) and V. M. Tikhomirov (§§4,7 and §8).

Abstract: This paper is a contemporary review of QMC (‘quasi-Monte Carlo’) methods, that is, equal-weight rules for the approximate evaluation of high-dimensional integrals over the unit cube [0, 1] s ,w heres may be large, or even infinite. After a general introduction, the paper surveys recent developments in lattice methods, digital nets, and related themes. Among those recent developments are methods of construction of both lattices and digital nets, to yield QMC rules that have a prescribed rate of convergence for sufficiently smooth functions, and ideally also guaranteed slow growth (or no growth) of the worst-case error as s increases. A crucial role is played by parameters called ‘weights’, since a careful use of the weight parameters is needed to ensure that the worst-case errors in an appropriately weighted function space are bounded, or grow only slowly, as the dimension s increases. Important tools for the analysis are weighted function spaces, reproducing kernel Hilbert spaces, and discrepancy, all of which are discussed with an appropriate level of detail.

Abstract: A systematic theory of a class of point sets called (t, m, s)-nets and of a class of sequences called (t, s)-sequences is developed. On the basis of this theory, point sets and sequences in thes-dimensional unit cube with the smallest discrepancy that is currently known are constructed. Various connections with other areas arise in this work, e.g. with orthogonal latin squares, finite projective planes, finite fields, and algebraic coding theory. Applications of the theory of (t, m, s)-nets to two methods for pseudorandom number generation, namely the digital multistep method and the GFSR method, are presented. Several open problems, mostly of a combinatorial nature, are stated.