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Gerhard Larcher

Publications and source records attributed to Gerhard Larcher.

28 records · Page 2Linked to original sources

An improved bound for the star discrepancy of sequences in the unit interval

It is known that there is a constant $c>0$ such that for every sequence $x_1, x_2,\ldots$ in $[0,1)$ we have for the star discrepancy $D^{*}_N$ of the first $N$ elements of the sequence that $N D^{*}_N\geq c\cdot \log N$ holds for infinitely many $N$. Let $c^{*}$ be the supremum of all such $c$ with this property. We show $c^{*}>0.065664679\ldots$, thereby slightly improving the estimates known until now.

math.NT↗

On sequences with prescribed metric discrepancy behavior

An important result of H. Weyl states that for every sequence $\left(a_{n}\right)_{n\geq 1}$ of distinct positive integers the sequence of fractional parts of $\left(a_{n} α\right)_{n \geq1}$ is uniformly distributed modulo one for almost all $α$. However, in general it is a very hard problem to calculate the precise order of convergence of the discrepancy $D_{N}$ of $\left(\left\{a_{n} α\right\}\right)_{n \geq 1}$ for almost all $α$. By a result of R. C. Baker this discrepancy always satisfies $N D_{N} = \mathcal{O} \left(N^{\frac{1}{2}+\varepsilon}\right)$ for almost all $α$ and all $\varepsilon >0$. In the present note for arbitrary $γ\in \left(0, \frac{1}{2}\right]$ we construct a sequence $\left(a_{n}\right)_{n \geq 1}$ such that for almost all $α$ we have $ND_{N} = \mathcal{O} \left(N^γ\right)$ and $ND_{N} = Ω\left(N^{γ-\varepsilon}\right)$ for all $\varepsilon > 0$, thereby proving that any prescribed metric discrepancy behavior within the admissible range can actually be realized.

math.NT↗

On parametric Thue-Morse Sequences and Lacunary Trigonometric Products

One of the fundamental theorems of uniform distribution theory states that the fractional parts of the sequence $(n α)_{n \geq 1}$ are uniformly distributed modulo one (u.d. mod 1) for every irrational number $α$. Another important result of Weyl states that for every sequence $(n_k)_{k \geq 1}$ of distinct positive integers the sequence of fractional parts of $(n_k α)_{k \geq 1}$ is u.d. mod 1 for almost all $α$. However, in this general case it is usually extremely difficult to classify those $α$ for which uniform distribution occurs, and to measure the speed of convergence of the empirical distribution of $(\{n_1 α\}, ..., \{n_N α\})$ towards the uniform distribution. In the present paper we investigate this problem in the case when $(n_k)_{k \geq 1}$ is the Thue--Morse sequence of integers, which means the sequence of positive integers having an even sum of digits in base 2. In particular we utilize a connection with lacunary trigonometric products $\prod^{L}_{\ell=0} |\sin π2^{\ell} α|$, and by giving sharp metric estimates for such products we derive sharp metric estimates for exponential sums of $(n_{k} α)_{k \geq 1}$ and for the discrepancy of $(\{n_{k} α\})_{k \geq 1}.$ Furthermore, we comment on the connection between our results and an open problem in the metric theory of Diophantine approximation, and we provide some explicit examples of numbers $α$ for which we can give estimates for the discrepancy of $(\{n_{k} α\})_{k \geq1}$.

math.NT↗

Discrepancy estimates for index-transformed uniformly distributed sequences

In this paper we show discrepancy bounds for index-transformed uniformly distributed sequences. From a general result we deduce very tight lower and upper bounds on the discrepancy of index-transformed van der Corput-, Halton-, and $(t,s)$-sequences indexed by the sum-of-digits function. We also analyze the discrepancy of sequences indexed by other functions, such as, e.g., $\lfloor n^α\rfloor$ with $0 < α< 1$.

math.NT↗

Some highlights of Harald Niederreiter's work

In this paper we give a short biography of Harald Niederreiter and we spotlight some cornerstones from his wide-ranging work. We focus on his results on uniform distribution, algebraic curves, polynomials and quasi-Monte Carlo methods. In the flavor of Harald's work we also mention some applications including numerical integration, coding theory and cryptography.

math.HO↗

Discrepancy estimates for sequences: new results and open problems

In this paper we give an overview of recent results on (upper and lower) discrepancy estimates for (concrete) sequences in the unit-cube. In particular we also give an overview of discrepancy estimates for certain classes of hybrid sequences. Here by a hybrid sequence we understand an $(s+t)$-dimensional sequence which is a combination of an $s$-dimensional sequence of a certain type (e.g. Kronecker-, Niederreiter-, Halton-,... type) and a $t$-dimensional sequence of another type. The analysis of the discrepancy of hybrid sequences (and of their components) is a rather current and vivid branch of research. We give a collection of some challenging open problems on this topic.

math.NT↗

On the star discrepancy of sequences in the unit interval

It is known that there is a constant $c > 0$ such that for every sequence $x_1, x_2, \ldots$ in $[0,1)$ we have for the star discrepancy $D_N^*$ of the first $N$ elements of the sequence that $N D_N^* \ge c \cdot \log N$ holds for infinitely many $N$. Let $c^*$ be the supremum of all such $c$ with this property. We show $c^* > 0.0646363$, thereby improving the until now known estimates.

math.NT↗

Hybrid Monte Carlo-Methods in Credit Risk Management

In this paper we analyze and compare the use of Monte Carlo, Quasi-Monte Carlo and hybrid Monte Carlo-methods in the credit risk management system Credit Metrics by J.P.Morgan. We show that hybrid sequences used for simulations, in a suitable way, in many relevant situations, perform better than pure Monte Carlo and pure Quasi-Monte Carlo methods, and they essentially never perform worse than these methods.

math.NA↗

Metrical lower bounds on the discrepancy of digital Kronecker-sequences

Digital Kronecker-sequences are a non-archimedean analog of classical Kronecker-sequences whose construction is based on Laurent series over a finite field. In this paper it is shown that for almost all digital Kronecker-sequences the star discrepancy satisfies $D_N^\ast \ge c(q,s) (\log N)^s \log \log N$ for infinitely many $N \in \NN$, where $c(q,s)>0$ only depends on the dimension $s$ and on the order $q$ of the underlying finite field, but not on $N$. This result shows that a corresponding metrical upper bound due to Larcher is up to some $\log \log N$ term best possible.

math.NT↗

A metrical lower bound on the star discrepancy of digital sequences

In this paper we study uniform distribution properties of digital sequences over a finite field of prime order. In 1998 it was shown by Larcher that for almost all $s$-dimensional digital sequences the star discrepancy $D_N^\ast$ satisfies an upper bound of the form $D_N^\ast=O((\log N)^s (\log \log N)^{2+\varepsilon})$ for any $\varepsilon>0$. Generally speaking it is much more difficult to obtain good lower bounds for specific sequences than upper bounds. Here we show that Larchers result is best possible up to some $\log \log N$ term. More detailed, we prove that for almost all $s$-dimensional digital sequences the star discrepancy satisfies $D_N^\ast \ge c(q,s) (\log N)^s \log \log N$ for infinitely many $N \in \NN$, where $c(q,s)>0$ only depends on $q$ and $s$ but not on $N$.

math.NT↗