Randomized quasi-Monte Carlo applied to walk-on-spheres yields variance reduction factors between 1.8 and 10.7 and median convergence slightly better than O(n^{-1.1}) across five examples.
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Randomized quasi-Monte Carlo for walk on spheres
Randomized quasi-Monte Carlo applied to walk-on-spheres yields variance reduction factors between 1.8 and 10.7 and median convergence slightly better than O(n^{-1.1}) across five examples.