dorsal/arxiv
View SchemaGaussian limits for discrepancies. I: Asymptotic results
| Authors | Andre van Hameren, Ronald Kleiss, Jiri Hoogland |
|---|---|
| Categories | |
| ArXiv ID | physics/9708014 |
| URL | https://arxiv.org/abs/physics/9708014 |
| DOI | 10.1016/S0010-4655(97)00105-7 |
Abstract
We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit $N\to\infty$. We then examine the circumstances under which this distribution approaches a normal distribution. For large classes of non-uniformity measures, a Law of Many Modes in the spirit of the Central Limit Theorem can be derived.
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"abstract": "We consider the problem of finding, for a given quadratic measure of\nnon-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or\ndiaphony), the asymptotic distribution of this discrepancy for truly random\npoints in the limit $N\\to\\infty$. We then examine the circumstances under which\nthis distribution approaches a normal distribution. For large classes of\nnon-uniformity measures, a Law of Many Modes in the spirit of the Central Limit\nTheorem can be derived.",
"arxiv_id": "physics/9708014",
"authors": [
"Andre van Hameren",
"Ronald Kleiss",
"Jiri Hoogland"
],
"categories": [
"physics.comp-ph",
"hep-lat",
"physics.data-an"
],
"doi": "10.1016/S0010-4655(97)00105-7",
"title": "Gaussian limits for discrepancies. I: Asymptotic results",
"url": "https://arxiv.org/abs/physics/9708014"
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