Random uniform approximation under weighted importance sampling of a class of stratified input

Jun Xian; Xiaoda Xu

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arXiv · 2505.09312

Random uniform approximation under weighted importance sampling of a class of stratified input

Jun Xian·Xiaoda Xu

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Abstract

We consider random discrepancy under weighted importance sampling of a class of stratified input. We give the expected $L_p-$discrepancy($2\leq p<\infty$) 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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Jun Xian, Xiaoda Xu. 2025-05-14. Random uniform approximation under weighted importance sampling of a class of stratified input. https://arxiv.org/abs/2505.09312

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