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Star Discrepancy


Given a point set P={x_n}_(n=0)^(N-1) in the s-dimensional unit cube I=[0,1)^s, the star discrepancy is defined as

 D_N^*(P)=sup_(J in Upsilon^*)D(J,P),
(1)

where the local discrepancy is defined as

 D(J,P)=|(number of x_n in J)/N-Vol(J)|,
(2)

Vol(J) is the content of J, and Upsilon^* is the class of all s-dimensional subintervals J of I of the form

 J=product_(i=1)^s[0,u_i)
(3)

with 0<=u_i<=1 for 1<=i<=s. Here, the term "star" refers to the fact that the s-dimensional subintervals have a vertex at the origin.


See also

Discrepancy, Discrete Discrepancy, Local Discrepancy

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References

Entacher, K. "Discrepancy Estimates Based on Haar Functions." Math. Computers in Simulation 55, 49-57, 2001.

Referenced on Wolfram|Alpha

Star Discrepancy

Cite this as:

Weisstein, Eric W. "Star Discrepancy." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/StarDiscrepancy.html

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