The ``walk in hemispheres'' process and its applications to solving boundary value problems (Q1036939)

The ``walk in hemispheres'' process is defined via a Markov chain based on the Green function of the Dirichlet boundary value problem on an \(m\) \((3 \leq m)\) dimensional semiball domain. This process terminates at the boundary. The authors show that the first and the third boundary value problems on a polytope domain can be solved with probability one by using the ``walk in hemispheres'' process.