We introduce the KWIK algorithm for computing the Coulomb energy of N
localized charge distributions. Asymptotically, like the Fast Multipol
e Method (FMM), the computational cost of the method scales linearly w
ith N. This scaling can be traced to the Laws of Large Numbers and, in
particular, to the statistics of the two-dimensional random walk. We
have implemented the algorithm on a small workstation and applied it t
o systems with up to 10(6) charged particles.