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Theoremresearch

Koksma-Hlawka inequality

Also called Koksma-Hlawka theorem.

Bounds quasi-Monte Carlo error by the star discrepancy times the variation of the integrand.

Bounds quasi-Monte Carlo error by the star discrepancy times the variation of the integrand.

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LadderLevelWhat the next level needs
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  • add a proof in proofs/ (06.5)
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  • Statement
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