SearcharxivSearch

arXiv · 1406.6260

Uniform distribution of sequences of points and partitions

Abstract

The interest for uniformly distributed (u.d.) sequences of points, in particular for sequences with small discrepancy, arises from various applications. For instance, low-discrepancy sequences, which are sequences with a discrepancy of order $((\log N)^d)/N$ ($d$ is the dimension of the space where the sequence lies), are a fundamental tool for getting faster rate of convergence in approximation involving Quasi-Monte Carlo methods. The objectives of this work can be summarized as follows (1)The research of explicit techniques for introducing new classes of u.d. sequences of points and of partitions on $[0,1]$ and also on fractal sets (2) A quantitative analysis of the distribution behaviour of a class of generalized Kakutani's sequences on $[0,1]$ through the study of their discrepancy. Concerning (1), we propose an algorithm to construct u.d. sequences of partitions and of points on fractals generated by an Iterated Function System (IFS) of similarities having the same ratio and satisfying a natural separation condition of their components called Open Set Condition (OSC). We also provide an estimate for the elementary discrepancy of these sequences. We generalize these results to a wider class of fractals by using a recent generalization of Kakutani's splitting procedure on $[0,1]$, namely the technique of $\rho-$refinements. First, we focus on (2) and get precise bounds for the discrepancy of a large class of generalized Kakutani's sequences, exploiting a correspondence between the tree representation associated to successive $\rho-$refinements and the tree generated by Khodak's coding algorithm. Then we adapt the $\rho-$refinements method to the new class of fractals and prove bounds for the elementary discrepancy of the sequences of partitions constructed with such a procedure.

Explore related subjects

Keep this discovery

BibTeXRIS

Maria Infusino. 2014-06-24. Uniform distribution of sequences of points and partitions. https://arxiv.org/abs/1406.6260

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR