Star Discrepancy Bounds of Double Infinite Matrices induced by Lacunary Systems

Abstract

In 2001 Heinrich, Novak, Wasilkowski and Wo\'zniakowski proved that the inverse of the star discrepancy satisfies n(d,)≤ cd -2 by showing that there exists a set of points in [0,1)d whose star-discrepancy is bounded by cd/N. This result was generalized by Aistleitner who showed that there exists a double infinite random matrix with elements in [0,1) which partly are coordinates of elements of a Halton sequence and partly independent uniformly distributed random variables such that any N× d-dimensional projection defines a set \x1,…,xN\⊂ [0,1)d with equation* D*N(x1,…,xN)≤ cd/N. equation* In this paper we consider a similar double infinite matrix where the elements instead of independent random variables are taken from a certain multivariate lacunary sequence and prove that with high probability each projection defines a set of points which has up to some constant the same upper bound on its star-discrepancy but only needs a significantly lower number of digits to simulate.

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