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Cajunism 12
Discrepancy is a basic part of the theory of error bounds in
numerical integration. The maximum error in the use of a set of
points in an algorithm to compute an integral is the Star
Discrepancy times the Variation, when the variation is finite.
These error bounds can't be improved on for the general case.
These are all part of the core theorems of numerical integration
and integration theory.
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2005-08-14