# Monthly Archives: March 2013

## Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo

Recently we uploaded the paper

In a sense, this paper is an extension of the paper

In this paper we prove bounds on the discrepancy of Markov chains which are generated by a deterministic driver sequence $u_1, u_2, \ldots, u_n \in [0,1]^s$. We also prove a Koksma-Hlawka inequality. The main assumption which we use is uniform ergodicity of the transition (Markov) kernel. We describe the essential ingredients and results in the following. Continue reading