BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Improved Discrepancy Bounds and Estimates Pasing, Hendrik

Description

Error estimation in Monte-Carlo integration is related to the star discrepancy of random point sets. We will present latest results for (probabilistic) upper bounds of the star discrepancy which are based on major improvements on bounds of bracketing numbers. Additionally we introduce upper bounds for the expected value of the star discrepancy. This is joint work with Michael Gnewuch and Christian Weià .

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Attribution-NonCommercial-NoDerivatives 4.0 International