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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, II

  • Mordechay B. Levin

摘要

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-dimensional Hammersley’s point set. Let \(D(\bar{\textbf{x}},(\mathcal {H}_{s+1,N})_{n=0}^{N-1} )\) D ( x ¯ , ( H s + 1 , N ) n = 0 N - 1 ) be the local discrepancy of \((\mathcal {H}_{s+1,N})_{n=0}^{N-1}\) ( H s + 1 , N ) n = 0 N - 1 , and let \(D_{s,p} ( (\mathcal {H}_{s+1,N})_{n=0}^{N-1})\) D s , p ( ( H s + 1 , N ) n = 0 N - 1 ) be the \(L_p\) L p discrepancy of \((\mathcal {H}_{s+1,N})_{n=0}^{N-1}\) ( H s + 1 , N ) n = 0 N - 1 . In this Part II of our paper, we prove the Central Limit Theorem for Hammersley’s net: \(\begin{aligned} D(\bar{\textbf{x}},\mathcal {H}_{s+1,N} ) /D_{s+1,2}(\mathcal {H}_{s+1,N}) \overset{w}{\rightarrow }\ \mathcal {N}(0,1), \end{aligned}\) 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 and we claim that the lower bound of \(L_p\) L p discrepancy for p>0 is of the same order as the upper bound: \(\begin{aligned} \frac{ D_{s+1,p}( \mathcal {H}_{s+1,N} )}{ D_{s+1,2}( \mathcal {H}_{s+1,N} )} \overset{N \rightarrow \infty }{\longrightarrow }\ \kappa _p^{1/p}, \quad \kappa _p= \frac{1}{\sqrt{2 \pi }}\int _{-\infty }^{\infty } |u|^p e^{-u^2/2} d u. \end{aligned}\) D s + 1 , p ( H s + 1 , N ) D s + 1 , 2 ( H s + 1 , N ) N κ p 1 / p , κ p = 1 2 π - | u | p e - u 2 / 2 d u .