1c:I[419806,["/_next/static/chunks/bb923814e1f4d2e9.js","/_next/static/chunks/dd3ee9f5b7716ca6.js","/_next/static/chunks/4204a0ae82542ca8.js","/_next/static/chunks/1270dead247da766.js","/_next/static/chunks/6e1aa89a642f40be.js","/_next/static/chunks/2d7aa753e81324a8.js","/_next/static/chunks/8ffd0b71567920d8.js","/_next/static/chunks/67ea6dfd21f16c5f.js","/_next/static/chunks/24eb4379f68013fd.js","/_next/static/chunks/b8cd775ffdf935bd.js","/_next/static/chunks/983103cd9eb7b428.js","/_next/static/chunks/263f2cdcb9aa2341.js","/_next/static/chunks/294b9525248c8e5f.js"],"default"] 1d:T52a,An error bound for multidimensional quadrature is derived that includes the Koksma-Hlawka inequality as a special case. This error bound takes the form of a product of two terms. One term, which depends only on the integrand, is defined as a generalized variation. The other term, which depends only on the quadrature rule, is defined as a generalized discrepancy. The generalized discrepancy is a figure of merit for quadrature rules and includes as special cases theLp{\mathcal L}^p-star discrepancy andPαP_\alphathat arises in the study of lattice rules.

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References