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Discrepancy Bounds for a Class of Negatively Dependent Random Points Including Latin Hypercube Samples

6 February 2021
M. Gnewuch
Nils Hebbinghaus
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Abstract

We introduce a class of γ\gammaγ-negatively dependent random samples. We prove that this class includes, apart from Monte Carlo samples, in particular Latin hypercube samples and Latin hypercube samples padded by Monte Carlo. For a γ\gammaγ-negatively dependent NNN-point sample in dimension ddd we provide probabilistic upper bounds for its star discrepancy with explicitly stated dependence on NNN, ddd, and γ\gammaγ. These bounds generalize the probabilistic bounds for Monte Carlo samples from [Heinrich et al., Acta Arith. 96 (2001), 279--302] and [C.~Aistleitner, J.~Complexity 27 (2011), 531--540], and they are optimal for Monte Carlo and Latin hypercube samples. In the special case of Monte Carlo samples the constants that appear in our bounds improve substantially on the constants presented in the latter paper and in [C.~Aistleitner, M.~T.~Hofer, Math. Comp.~83 (2014), 1373--1381].

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