Next: Monte Carlo Expected Error
Up: Variation
Previous: Theorems on Variation
Contents
Index
We follow Chapter 2 of Niederreiter [#!kn:Niederreiter1992!#]
page 19. We consider the s dimensional unit hypercube. Let J be
a subinterval of the s dimensional unit hypercube. Let
be the sum of values of h at the vertices of J with
alternating signs at the vertices.
Definition 9 (Vitali Variation)
The variation of h on the unit hyper cube in the sense of Vitali
is defined by
 |
(2.5) |
where the supremum is over all partitions P of the unit hypercube
into subintervals.
Definition 10 (Hardy-Krause Variation)
The variation of h on the unit hyper cube in dimension s is
 |
(2.6) |
where the sum is over the "faces" of the unit hypercube in s or
lower dimensions.
Owner
2005-08-14