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JOURNALS // Algebra i Analiz // Archive

Algebra i Analiz, 2024 Volume 36, Issue 6, Pages 47–81 (Mi aa1946)

Research Papers

Probability estimates related to Korobov's number-theoretical quadrature formulas  

A. A. Illarionov

National Research University Higher School of Economics

Abstract:  Let $a_1, \ldots, a_s$ be integers and $N$  be a positive integer. Korobov (1959) and Hlawka (1962) proposed to use the points
$$     x^{(k)} = (\{a_1 k/N\}, \ldots, \{a_1 k/N\}), k=1,\ldots, N, $$
as nodes of multidimensional quadrature formulae. We obtain some new  probability estimates related to  discrepancy of the sequence $K_N(a)=\{x^{(1)},\ldots, x^{(N)}\}$ and   error of Korobov's number-theoretical quadrature formulas.

Keywords: uniform distribution, discrepancy from the uniform distribution, Korobov-Hlawka sequences, Korobov grids, number-theoretical quadrature formulas.

Received: 06.02.2024



© Steklov Math. Inst. of RAS, 2024