The rate of convergence of the Walk on Spheres Algorithm

被引：0
|
作者：
Ilia Binder
Mark Braverman
机构：
[1] University of Toronto,Department of Mathematics
[2] Princeton University,Department of Computer Science
来源：
Geometric and Functional Analysis | 2012年 / 22卷
关键词：
Walk on spheres algorithm; harmonic measure; potential theory; 60G42; 65C05; 31B25; 31B05;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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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页码：558 / 587
页数：29
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