The inverse of the star-discrepancy problem and the generation of pseudo-random numbers

Abstract

The inverse of the star-discrepancy problem asks for point sets $P_{N,s}$ of size $N$ in the $s$-dimensional unit cube $[0,1{]}^s$ whose star-discrepancy $D^{\ast }(P_{N,s})$ satisfies $$D^{\ast }(P_{N,s})\le C\sqrt{s/N},$$ where $C>0$ is a constant independent of $N$ and $s$. The first existence results in this direction were shown by Heinrich, Novak, Wasilkowski, and Woźniakowski in 2001, and a number of improvements have been shown since then. Until now only proofs that such point sets exist are known. Since such point sets would be useful in applications, the big open problem is to find explicit constructions of suitable point sets $P_{N,s}$. We review the current state of the art on this problem and point out some connections to pseudo-random number generators.

References in corpus (2)

• The weighted star discrepancy of Korobov's $p$-sets
• Proof Techniques in Quasi-Monte Carlo Theory