Random uniform approximation under weighted importance sampling of a class of stratified input
Abstract
We consider random discrepancy under weighted importance sampling of a class of stratified input. We give the expected Lp-discrepancy(2≤ p<∞) upper bound in weighted form under a class of stratified sampling. This result contributes to the error estimate of the upper bound of the integral approximation under weighted importance sampling, and and our sampling pattern is a stratified input.
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