2
votes
2answers
69 views

Random Choice: List Format & Minimizing Memory Use

This is a two part question, and for that I apologize.. but they're related! Here's what I'm working with: ...
11
votes
3answers
448 views

Efficient implementation of a linear complexity measure of binary sequences

For a implementation of testing the quality of random number generators I implemented the NIST test suite in Mathematica based on the nice workbook by Ilja Gerhardt. However I took up the challenge ...
6
votes
1answer
253 views

1D Random Walk with Excluded Sites and Variable Time-Step

Here is the physical problem I would like to simulate: Consider the following variations to the 1d random walk: allow for certain, random sites to be excluded with probability 1/2. allow for the ...
16
votes
4answers
1k views

Efficiently generating n-D Gaussian random fields

I am interested in an efficient code to generate an $n$-D Gaussian random field (sometimes called processes in other fields of research), which has applications in cosmology. I wrote the following ...
11
votes
1answer
271 views

Are there rules of thumb for knowing when RandomVariate is more efficient than RandomReal?

Please consider the following: From a fresh Mathematica kernel, RandomVariate is more efficient for NormalDistribution but ...