Computation of Riesz $\alpha$-capacity $C_{\alpha }$ of general sets in ${\mathbb{R}}^d$ using stable random walks

John P. Nolan, Debra J. Audus, Jack F. Douglas

A method for computing the Riesz $\alpha$-capacity, $0<\alpha \le 2$, of a general set $K\subset {\mathbb{R}}^d$ is given. The method is based on simulations of isotropic $\alpha$-stable motion p…