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ON THE UPPER BOUND OF THE L\(_p\) DISCREPANCY OF HALTON’S SEQUENCE AND THE CENTRAL LIMIT THEOREM FOR HAMMERSLEY’S NET

  • Mordechay B. Levin

摘要

Let \((H_s(n))_{n \ge 1}\) ( H s ( n ) ) n 1 be an \(s-\) s - dimensional Halton’s sequence, and let \(\mathcal {H}_{s+1,N}=(H_s(n),n/N)_{n=0}^{N-1}\) H s + 1 , N = ( H s ( n ) , n / N ) n = 0 N - 1 be the \(s+1-\) s + 1 - dimensional Hammersley’s point set. Let \(D({\textbf {x}},(H_n)_{n=0}^{N-1})\) D ( x , ( H n ) n = 0 N - 1 ) be the local discrepancy of \((H_n)_{n=0}^{N-1}\) ( H n ) n = 0 N - 1 , and let \(D_{s,p} ( (H_n)_{n=0}^{N-1})\) D s , p ( ( H n ) n = 0 N - 1 ) be the \(L_p\) L p discrepancy of \((H_n)_{n=0}^{N-1}\) ( H n ) n = 0 N - 1 . It is known that \(\limsup _{N \rightarrow \infty } (\log N)^{-s/2} D_{s,p} ( H_{s}(N) )_{n=0}^{N-1} >0\) lim sup N ( log N ) - s / 2 D s , p ( H s ( N ) ) n = 0 N - 1 > 0 . In this paper, we prove that \(\begin{aligned} D_{s,p} (( H_{s}(N) )_{n=0}^{N-1}) =O( \log ^{s/2} N) \quad \mathrm{for} \; \; N \rightarrow \infty . \end{aligned}\) D s , p ( ( H s ( N ) ) n = 0 N - 1 ) = O ( log s / 2 N ) for N . That is, we found the smallest possible order of magnitude of \(L_p\) L p discrepancy of Halton’s sequence. Then, we prove the Central Limit Theorem for Hammersley’s net: \(\begin{aligned} D(\bar{{\textbf {x}}},\mathcal {H}_{s+1,N} ) /D_{s+1,2}(\mathcal {H}_{s+1,N}) {\mathop {\rightarrow }\limits ^{w}} \mathcal {N}(0,1), \end{aligned}\) D ( x ¯ , H s + 1 , N ) / D s + 1 , 2 ( H s + 1 , N ) w N ( 0 , 1 ) , where \(\bar{{\textbf {x}}}\) x ¯ is a uniformly distributed random variable in \([0,1]^{s+1}\) [ 0 , 1 ] s + 1 . The main tool is the theorem on \(\mathbbm {p}\) p -adic logarithmic forms.