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math.PR2008
The rate of convergence of the Walk on Spheres Algorithm
Ilia Binder, Mark Braverman
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 obta…
cond-mat.stat-mech2008★ 14 cited
Harmonic measure and winding of random conformal paths: A Coulomb gas perspective
Bertrand Duplantier, Ilia Binder
We consider random conformally invariant paths in the complex plane (SLEs). Using the Coulomb gas method in conformal field theory, we rederive the mixed multifractal exponents ass…