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Hardy–Krause variation anchored at the upper corner
Definition
Fix and a real function . For each nonempty coordinate subset , restrict to the face adjacent to the all-ones corner by setting For a finite coordinate grid on , write its cells as . For a cell with lower and upper vertices , define its alternating increment where if and if . The Vitali variation of is The Hardy–Krause variation anchored at the upper corner is with value if any summand is infinite. For this is the ordinary total variation on . The anchor is part of the convention: every coordinate outside is fixed at . The smooth mixed-derivative formula for this convention is proved separately for functions.
The same Vitali-variation definition applies on a nondegenerate rectangle : each coordinate grid starts at and ends at . For a subrectangle , write for the sum of the Vitali variations of its face restrictions with complementary coordinates fixed at the upper endpoints of . If a varied side has length zero, that face's Vitali variation is defined to be zero. For this notation is exactly .
Used by
- Hardy–Krause variation on subrectangles anchored at the lower corner Definition
- A smooth finite-variation integrand and its deterministic error bound Example
- An inverse-CDF singularity can be integrable but have infinite variation Example
- Anchored-box summation by parts for finite Hardy–Krause variation Lemma
- Finite Hardy–Krause variation implies bounded Riemann integrability Lemma
- Mixed-derivative formula for smooth Hardy–Krause variation Lemma
- Koksma–Hlawka integration bound with upper-anchor variation Theorem
Dependency tree · 0 levels
Nothing. This result depends on no other item in the library.
Sources
- Art B. Owen, Monte Carlo Book: The Quasi-Monte Carlo Parts, Chapter 15 end notes (standard reference, not scraped)
- Harald Niederreiter, Random Number Generation and Quasi-Monte Carlo Methods, Chapter 2 §2.2 (standard reference, not scraped)
- Lukas Einkemmer, Quasi-Monte Carlo Methods, §2.3 (standard reference, not scraped)