论文标题
Koksma不平等的扩展
An extension of Koksma's inequality
论文作者
论文摘要
在应用单变量函数的数值集成的准蒙特卡洛（QMC）方法时，Koksma的不等式根据使用的评估点的差异和集成函数的总变化提供了错误的基本估计。我们提出了Koksma不平等的扩展，这也适用于无限总变化的功能。
When applying the quasi-Monte Carlo (QMC) method of numerical integration of univariate functions, Koksma's inequality provides a basic estimate of the error in terms of the discrepancy of the used evaluation points and the total variation of the integrated function. We present an extension of Koksma's inequality that is also applicable for functions with infinite total variation.
