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January 1, 1998Mathematics of Computation724 citationsOpen Access

A generalized discrepancy and quadrature error bound

FHFred J. Hickernell

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Abstract

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 theLp Lᵖ-star discrepancy andPαP_ arises in the study of lattice rules.

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Fred J. Hickernell (1998) studied this question.

synapsesocial.com/papers/69d740d8b54ccf0cfef30b54https://doi.org/10.1090/s0025-5718-98-00894-1
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