On Koksma-Hlawka inequality

Mathematics – Functional Analysis

Scientific paper

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Scientific paper

The classical Koksma Hlawka inequality does not apply to functions with
simple discontinuities. Here we state a Koksma Hlawka type inequality which
applies to piecewise smooth functions $f\chi_{\Omega}$, with $f$ smooth and
$\Omega $ a Borel subset of $[0,1]^{d}$.

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