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arXiv · 2602.19760

Extreme $L_p$ discrepancy, numerical integration and the curse of dimensionality

Erich Novak·Friedrich Pillichshammer
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Abstract

The classical notion of extreme $L_p$ discrepancy is a quantitative measure for the irregularity of distribution of finite point sets in the $d$-dimensinal unit cube. In this paper we find a dual integration problem whose worst-case error is exactly the extreme $L_p$ discrepancy of the underlying integration nodes. Studying this integration problem we show that the extreme $L_p$ discrepancy suffers from the curse of dimensionality for all $p \in (1,\infty)$. It is known that the problem is tractable for $p=\infty$; the case $p=1$ stays open.

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Erich Novak, Friedrich Pillichshammer. 2026-02-23. Extreme $L_p$ discrepancy, numerical integration and the curse of dimensionality. https://arxiv.org/abs/2602.19760

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