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New Lower Bounds For The Symmetric L2-discrepancy And Their Application

Posted on:2007-12-11Degree:MasterType:Thesis
Country:ChinaCandidate:Z H WangFull Text:PDF
GTID:2120360182989420Subject:Probability theory and mathematical statistics
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Uniform designs (Fang and Wang, 1994;Fang et al, 2000) spread their experimental points evenly throughout the design space, but how to measure the uniformity of a given design? Various discrepancies in quasi-Monte Carlo methods have been often used as measures of uniformity in the literature, such as the star-discrepancy, the star-L2-discrepancy (Fang and Wang, 1994), the centered L2-discrepancy, the symmetric L2-discrepancy and the wrap-around L2-discrepancy (Hickernell, 1998a,b). Then a design whose discrepancy value achieves a strict lower bound is a uniform design with respect to this kind of discrepancy. So to find a good lower bound is an very important issue in the theory of uniform designs.The present paper aims at obtaining some new lower bounds for the symmetric L2-discrepancy on some kind of symmetric factorials and asymmetric factorials. Using these lower bounds not only helps to measure the uniformity of given designs but also helps to construct uniform designs. Meanwhile we also give some illustrative examples of uniform and nearly uniform designs to support our theoretical results.The main results of this paper are given as follows: Theorem 1 d ∈ F(n;2s) is a U-type design, thenwhere h = sn/(2(n - 1)), and the equality holds when hkl = h, for any k≠l. Here hkl is the Hamming distance between the k-th and l-th rows of a design d.Theorem 2 d∈ F(n;p1 × 2S2) is a U-type design, thenwhere l0 = (11/8)S2, and for 0 ≤ i ≤ s2, 1 ≤ j ≤ p1 - 1, hi = 2i let gi be the largest integer contained in n/hi, and gij be the largest integer contained in nj/(p1hi),...
Keywords/Search Tags:asymmetric factorial design, the symmetric L2-discrepancy, uniformity, uniform design.
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