We introduce a class of $\gamma$-negatively dependent random samples. We prove that this class includes, apart from Monte Carlo samples, in particular Latin hypercube samples and Latin hypercube samples padded by Monte Carlo. For a $\gamma$-negatively dependent $N$-point sample in dimension $d$ we provide probabilistic upper bounds for its star discrepancy with explicitly stated dependence on $N$, $d$, and $\gamma$. These bounds generalize the probabilistic bounds for Monte Carlo samples from [Heinrich et al., Acta Arith. 96 (2001), 279--302] and [C.~Aistleitner, J.~Complexity 27 (2011), 531--540], and they are optimal for Monte Carlo and Latin hypercube samples. In the special case of Monte Carlo samples the constants that appear in our bounds improve substantially on the constants presented in the latter paper and in [C.~Aistleitner, M.~T.~Hofer, Math. Comp.~83 (2014), 1373--1381].
翻译:我们引入了一组负负依赖的随机样本。我们证明,除了蒙特卡洛样本之外,这一类样本还包括由蒙特卡洛添加的拉丁美洲超立方体样本和拉丁超立方体样本,特别是拉丁超立方样本和由蒙特卡洛添加的拉丁超立方样本。对于一个在维度上负依赖美元(美元)的负依赖美元(美元)样本,我们提供了其恒星差异的概率上限,明确表明对美元、美元和美元的依赖。这些界限概括了蒙特卡洛样本的概率界限[Heinrich等人,Acta Airth. 96(2001年),279-302]和[C~Aistleitner, J~Complity 27(2011), 531-540],这些样本对蒙特卡洛和拉丁超立方样本是最佳的。在蒙特卡洛的特例样本中,我们体内出现的恒定值大大改善了后一份文件和[C~Aistleitner,M~T-Hofer,Maty.Comp. com. ~83(2014), 137-1381]。