The commonly quoted error rate for QMC integration with an infinite low discrepancy sequence is . This holds uniformly over dimensional integrands of Hardy-Krause variation one when using evaluation points. Implicit in the rate is that for any sequence of QMC points the integrand can be chosen to depend on . If we have a fixed integrand, should we expect to need those powers of as ? That is, do those powers provide a realistic idea of the progress that the algorithm makes as ? This paper poses an open question about whether there is any and any -sequence for which the absolute error exceeds a positive multiple of infinitely often for some . For , such functions are known from the discrepancy literature even for . An empirical search when for integrands designed to exploit known weaknesses in certain point sets showed no evidence that is needed. An example with and up to appears to require . Of course neither of these resolve the open problem.
View on arXiv