Abstract
Quite recently Sloan and Woźniakowski (J. Complexity 14 (1998) 1) introduced a new notion of discrepancy, the so-called weighted L p discrepancy of points in the d-dimensional unit cube for a sequence γ=( γ 1, γ 2,…) of weights. In this paper we prove a nice formula for the weighted L p discrepancy for even p. We use this formula to derive an upper bound for the average weighted L p discrepancy. This bound enables us to give conditions on the sequence of weights γ such that there exists N points in [0,1) d for which the weighted L p discrepancy is uniformly bounded in d and goes to zero polynomially in N −1. Finally we use these facts to generalize some results from Sloan and Woźniakowski (1998) on (strong) QMC-tractability of integration in weighted Sobolev spaces.
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