I am generating Poisson deviates for some numerical work. Mathematica 9.0.1 is very slow in generating these random numbers, as can be seen below. ...
I have a number of algorithms that depend on uniform random reals in half-open intervals such as $[0,1)$. In particular, I need a (pseudo) random-number generator that produces machine-precision ...
This question is not about good algorithms for solving stochastic differential equations. It is about how to implement simple codes in Mathematica efficiently exploiting Mathematica's programming ...
I first make a function to get a random vector on unit sphere in a swath around the equator. That is what the parameter $\gamma$ controls; if $\gamma = 1/2$, the vectors can be chosen anywhere on the ...