Journal
GEOMETRIC AND FUNCTIONAL ANALYSIS
Volume 22, Issue 3, Pages 558-587Publisher
SPRINGER BASEL AG
DOI: 10.1007/s00039-012-0161-z
Keywords
Walk on spheres algorithm; harmonic measure; potential theory
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Funding
- NSERC Discovery grant
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In this paper we examine the rate of convergence of one of the standard algorithms for emulating exit probabilities of Brownian motion, the Walk on Spheres (WoS) algorithm. We obtain a complete characterization of the rate of convergence of WoS in terms of the local geometry of a domain.
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