The rate of convergence of the Walk on Spheres Algorithm

Author(s): Binder, Ilia; Braverman, Mark

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DC Field	Value	Language
dc.contributor.author	Binder, Ilia	-
dc.contributor.author	Braverman, Mark	-
dc.date.accessioned	2021-10-08T19:44:48Z	-
dc.date.available	2021-10-08T19:44:48Z	-
dc.date.issued	2012	en_US
dc.identifier.citation	Binder, Ilia, and Mark Braverman. "The rate of convergence of the walk on spheres algorithm." Geometric and Functional Analysis 22, no. 3 (2012): pp. 558-587. doi:10.1007/s00039-012-0161-z	en_US
dc.identifier.issn	1016-443X	-
dc.identifier.uri	https://www.cs.princeton.edu/~mbraverm/pmwiki/uploads/AttachBBlocaldim.pdf	-
dc.identifier.uri	http://arks.princeton.edu/ark:/88435/pr1tc1k	-
dc.description.abstract	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.	en_US
dc.format.extent	558 - 587	en_US
dc.language.iso	en_US	en_US
dc.relation.ispartof	Geometric and Functional Analysis	en_US
dc.rights	Author's manuscript	en_US
dc.title	The rate of convergence of the Walk on Spheres Algorithm	en_US
dc.type	Journal Article	en_US
dc.identifier.doi	10.1007/s00039-012-0161-z	-
dc.identifier.eissn	1420-8970	-
pu.type.symplectic	http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article	en_US

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