Questions about random number generation and the properties of numbers so generated.

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3
votes
1answer
166 views

Simulating a bounded continuous random walk in $n$-dimensions

You're given three $n$-dimensional real vectors, $\mathbf{x_0}$, $\mathbf{a}$ and $\mathbf{b}$, with $\mathbf{a} \le \mathbf{x_0} \le \mathbf{b}$ (vector inequality means component-wise inequality). ...
2
votes
1answer
149 views

Plot A Function Of A Stochastic Process

I am trying to do something very simple in Mathematica 9. I want to play around with option pricing and for that I thought it best to use the new stochastic process functionality. So, first of all I ...
1
vote
1answer
94 views

How to generate a random signal consisting of the specified functions

Let's assume that I have some particular signal on the finite time interval which is described by function $f(t)$. It could be, for instance, a rectangular pulse with amplitude $a$ and period T; gaus ...
1
vote
1answer
133 views

Matrix and random, weighted assignment of rows

I asked a question in this category previously but my problem has changed. On one hand, I have a large number of data files as .dat format, and on the other hand, I have a matrix ...
2
votes
2answers
151 views

Generating $n$ random samples every time

Is it possible to generate $n$ random samples, and always ensure that $n$ samples are generated? eg For $n=5$: ...
1
vote
4answers
261 views

random split a dataset

I've got a very simple problem, but not so trivial. I need to split a dataset (input and output data) in three part randomly: training set 70%, validation set 20% and is test set 10%. First of all ...
1
vote
1answer
52 views

Replicability of RandomVariate within a function?

I have a rather basic question but can't figure out a foolproof answer. In the following code, I build a function which returns the mean difference between successive elements of a vector created from ...
0
votes
0answers
30 views

Table of values for functions with random variables [duplicate]

I'm trying to get a table of values for functions with random variables. First of all, i have a function like that: ...
6
votes
2answers
656 views

Distribution of 10 points within a unit square

Related to some packing problems, following problem arose: Distribute 10 points within a square of sides 1, so that minimal distance between them is maximized. With the help of random simulation, or ...
0
votes
1answer
81 views

Importing a text file into a matrix format

I am attempting to perform a comparison of pseudorandom number generation with the RAND Corporation's "A Million Random Digits with 100,000 Normal Deviates" for a Computational Physics course. I have ...
1
vote
3answers
153 views

How do I select only those lists whose elements are all above a certain number?

I'm essentially doing coin flips, using RandomReal to populate a bunch of lists, each with 8 elements. I then want to select only those lists for which all elements are greater than a certain number, ...
2
votes
2answers
209 views

Expectation of a family of random variables

I did some search here, but seems that no one asked about this. I want to define a family of independent and identically distributed random variables, $x_1,...,x_n$, and then calculates the expected ...
3
votes
1answer
57 views

RandomVariate does not evaluate a Hyperbolic Distribution

Any Idea why I can't get a result from this expression: ...
0
votes
1answer
101 views

How to efficiently distinguish the rewired edges in WattsStrogatzGraphDistribution?

The WattsStrogatzGraphDistribution function is a way to construct random graphs based on Watts and Strogatz small world model. The ...
3
votes
5answers
232 views

Randomly selecting and reinserting a subset of elements in a list

This question is similar to my other question: How do I randomly select 'k' positions in a list and shuffle their respective elements without effecting the other elements? Imagine first a ...
4
votes
1answer
155 views

How do I randomly select 'k' positions in a list and shuffle their respective elements without effecting the other elements?

Imagine I have some list: listA = {"a","b","c","d","e","f","g","h","i","j"}; I'd like to randomly select k positions in the ...
1
vote
1answer
125 views

Generating a random sample of elements from a list that includes a subset of the list

Imagine I have a list: tList = {item1,item2,item3,item4,item5,item6,...}, and I'd like to take a random sample of numItems ...
1
vote
0answers
79 views

How do I keep a random value associated with a locator point as points are added?

I have a Manipulate to which I am adding and removing Locator points (one of which is different from the others, though that is ...
3
votes
1answer
188 views

Put random points into a specific 2D subregion

I want to cover a particular subregion of the x-y plane with a random distribution. As this particular region is not a circle I encounter some problems declaring the permitted zone where to put ...
1
vote
1answer
127 views

How to replace a list with the result list after each iteration [closed]

I have some initial values such as L1 list: L1={10,20,30,40,50}; I want to use the L1 ...
5
votes
3answers
610 views

Fast code to generate large random graph with fixed degree sequence

I'm trying to create a function so to generate large random graph with a fixed degree sequence $\{v_1,v_2,\dots,v_N\}$, where $N$ is the number of vertices in the graph. The Mathematica function that ...
0
votes
1answer
121 views

Index of iteration inside NestList [duplicate]

I have a list of RandomReal: delta = RandomReal[{-0.01, 0.01}, 1000] I want to add each element of the list to the ...
1
vote
3answers
185 views

How to update a list in a function in each iteration

There is a list with numbers 1 to 8 ( p1 ) and another list (j) which contains 4 numbers which shows different 4 positions of ...
1
vote
0answers
163 views

Monte Carlo integration with random numbers generated from a Gaussian distribution

I want to do numerical integration of some functions using the Monte Carlo method. The default setting for the Monte Carlo method is to use a uniform distribution as far as I know. How can I change ...
1
vote
3answers
196 views

How to replace identical positions in two different lists

Assume that I have two lists like : list1={1,2,3,4,5}; list2={a,b,c,d,e}; I want to replace some elements from list1 into ...
0
votes
1answer
54 views

How to put some values from a list into a function in a Do loop

I want to program a code in MATHEMATICA in order to calculate some values in different iteration. For example, assume this list: list={1,2,3,4,5} Now assume that ...
1
vote
2answers
108 views

Avoid making repeated Random Integer in different iterations

Assume following code : Do[ i1 = RandomInteger[{1, 5}]; i2 = RandomInteger[{1, 5}]; While[i1 == i2, i2 = RandomInteger[{1, 5}]] , {k, 1, 4}];` This ...
14
votes
1answer
336 views

Making Monte Carlo simulation with ParallelTable

I would like to to MonteCarlo simulations of various regressions - basically, doing OLS under various conditions to test approaches. On my macpro 2x 2.8 GHz quad core Xeon, 32 Gb RAM DDR2 @ 667 Mhz, ...
0
votes
2answers
85 views

Multiplying a list and randomly re-assigning that list to a series of numbers

I'm trying to write a script that matches a particular element to a coordinate. Let's say there are 24 coordinates; and that fractionally a:b:c:d:e is 18%:18%:18%:18%:27%. Instead of matching 4 of a, ...
8
votes
1answer
200 views

Inconsistent DistributionFitTest results?

In pondering this question, I used Mariana's function to generate the following data. ...
8
votes
2answers
896 views

What is the best distribution for my histogram?

I defined a security bound for a random walk (cube with 15 lengh) and i have this code to obtain a sample of the random times at which the random walk crosses the boundary for the first time: ...
3
votes
1answer
182 views

Sample of the random times at which the random walk crosses the boundary

I defined a security boundary for a random walk: ...
2
votes
2answers
180 views

Color of first and last point in a graphic

I'm trying to make a graphic of a random walk in 1D, but i want that the first and the last point have a color (in this case the first one red and the last blue), but i dont know what i'm doing ...
6
votes
2answers
752 views

Random walk on a sphere [closed]

I'm trying to programme a random walk on a sphere with Mathematica. I found this code while I was searching, but I'm not getting results from it. I waited an entire day, but my pc didn't finish ...
1
vote
0answers
96 views

What is the fastest way to obtain the eigenvalues of a Wishart matrix?

I would like a fast method of creating a sample of random numbers which corresponds to the eigenvalues of a Wishart matrix: For M>N the eigenvalues \lambda_i are given by the jpd Where $K_N$ is ...
4
votes
0answers
83 views

Converting problem into form involving Probability

I want to solve the following problem symbolically, using Probability: What is the probability of the first random variate of a set to be present more than ...
2
votes
3answers
134 views

Performance on Multinomial Deviate is slow

Most of the time in my program is spent on this single line of code: out = RandomVariate[MultinomialDistribution[nt, tmp]]; ...
4
votes
1answer
88 views

RandomSample Bug?

I was using RandomSample with very skewed weights. I am asking for a random sample of 6 numbers 1 through 100 without replacement. In the screen shown, the weights for 1 through 6 are 100 000, with ...
6
votes
2answers
113 views

Algorithm in RandomChoice[{w1,w2,…}->{e1,e2,…},n]?

I wonder if someone happens to know the actual algorithm implemented in the particular overload of RandomChoice that handles explicitly presented discrete ...
2
votes
1answer
246 views

Does RandomInteger[{0,n}] disfavor n? [closed]

I am puzzled by the following behavior of RandomInteger. Table[{k, Histogram[RandomInteger[k, 20000]]}, {k, 10, 100, 10}] ...
1
vote
1answer
112 views

BlockRandom and NestList: how get random maps with the same noise?

I need to compare solutions in random systems with the same noise and different initial conditions. Here I run twice a random map with the same initial condition, inside a ...
9
votes
4answers
277 views

How can I generate and randomly assign color to annular sectors?

How can I generate such an image and fill every annular sector with a random colour?
6
votes
1answer
205 views

Generating a (random) 2-dimensional cellular network

I want to generate a network of random cells like the following picture: The general idea is to generate some random points (x,y) as coordinate of a vertex and then randomly choose some of these ...
2
votes
1answer
119 views

Expectation of GeometricBrownianMotionProcess

I am trying to compute $$\mathbb E\left[\max\left(\frac{S_{1/2}+S_1}{2}-K,0\right)\right]$$ where $K=100$ and $S_t$ is a geometric brownian motion (with $S_0=100$, drift $r=0.05$ and volatility ...
3
votes
1answer
178 views

How can I selectively trigger computations in Manipulate?

I have a Manipulate that uses RandomVariate and Random that I would like to have redraw and ...
1
vote
1answer
128 views

Need help scoring randomly generated SEC football rankings

So my task is to score all the possible rankings of the 14 SEC football teams and find the best one, using who won in head-to-head games as the sole criterion (so not factoring in strength of schedule ...
9
votes
2answers
309 views

Counting and extracting hit circles/triangles for randomly chosen points

Below, you see a triangle in which the incircle was inscribed. As we know, the center of this circle is the intersection of the angle bisectors. At this point, one could go further and find the ...
3
votes
1answer
105 views

Recursion when randomizing elements in a list

I want to randomize certain elements of a list; Since the code list = {a, b, c, d, e, f, g}; list[[{1, 3, 5}]] = RandomSample@list[[{1, 3, 5}]]; list works fine, ...
6
votes
2answers
195 views

Generated Numbers under a constraint?

Let's say I have five four dimensional vectors $p_i^\mu=(p_i^1,p_i^2,p_i^3,p_i^4)$ with $i=1,2,3,4,5$. Now, I want to fill the entries of these vectors ($4\cdot5=20$ in total) with some numbers, but ...
1
vote
4answers
294 views

How do I create a list of 25 random quadratic equations in the form ax^2+bx+c?

My teacher suggests using the RandomInteger command along with the Factor command, but I cannot figure out the syntax. A, b, and c need to be non zero integers between -10 and 10.