On Koksma-Hlawka inequality
The classical Koksma Hlawka inequality does not apply to functions with simple discontinuities. Here we state a Koksma Hlawka type inequality which applies to piecewise smooth functions $fχ_Ω$, with $f$ smooth and $Ω$ a Borel subset of $[0,1]^{d}$.
math.FA↗