Improved bounds for the bracketing number of orthants or revisiting an algorithm of Thiémard to compute bounds for the star discrepancy

Abstract

We improve the best known upper bound for the bracketing number of d-dimensional axis-parallel boxes anchored in 0 (or, put differently, of lower left orthants intersected with the d-dimensional unit cube [0,1]d). More precisely, we provide a better estimate for the cardinality of an algorithmic bracketing cover construction due to Eric Thiémard, which forms the core of his algorithm to approximate the star discrepancy of arbitrary point sets from Thiémard (2001) [22]. Moreover, the new upper bound for the bracketing number of anchored axis-parallel boxes yields an improved upper estimate for the bracketing number of arbitrary axis-parallel boxes in [0,1]d. In our upper bounds all constants are fully explicit.