Questions about random number generation and the properties of numbers so generated.
1
vote
1answer
152 views
Using different random values at each recursion step
I have the following code:
ϕ[0] := π/4
ϕ[n_] := Exp[-n] ϕ[n - 1] + Sqrt[1 - Exp[-2 n]] M
M = RandomVariate[NormalDistribution[0, 1]]
For this recursion relation, ...
2
votes
1answer
210 views
Randomly selecting elements without repetition
I assigned energy values to each element in the array as per the program of Verbeia. The program looks like this
...
2
votes
5answers
268 views
Assigning a particular value to array elements
I have an array of 10000 elements. I want to randomly assign energy to these 10000 elements using Gaussian or Exponential distribution, such that each time a particular element is selected its energy ...
6
votes
3answers
576 views
Generating unique random number lists
I am new in programming. I have an array containing, let's say 20 elements and first I want to randomly select two elements from it and record them. Then I will select two elements from the array of ...
3
votes
2answers
96 views
Why do I keep getting 0.06 with WorkingPrecision->1?
I'm trying to generate a list of 1000 random numbers with WorkingPrecision->1. Is there any particular reason that I'm getting some entries as 0.06?
I have tested the following lines:
...
2
votes
3answers
414 views
Some questions about random numbers
How can I get non-repeating random numbers from Mathematica 8?
How can I know which distribution the numbers I get are?
Can I choose the distribution I want together with the non-repeating random ...
7
votes
1answer
600 views
Wald–Wolfowitz Runs Test
Does Mathematica 8 implement Wald–Wolfowitz runs test for randomness? I can't find it in the documentation. I would like to test some fit residuals.
14
votes
4answers
879 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 ...
15
votes
4answers
741 views
Random data generator
Inspired by Quality of random numbers I would like to set up a true random data generator in Mathematica.
My idea is to use the static from an open microphone. I recall reading about extracting the ...
28
votes
4answers
781 views
Quality of random numbers
Mathematica has several ways of generating random numbers: Congruential, ExtendedCA, Legacy, MersenneTwister, MKL, ParallelGenerator, ParallelMersenneTwister, Rule30CA.
For ...
7
votes
1answer
216 views
RandomVariate with a Discrete Distribution
Nature has provided me with a random variable $Z$ taking on the values $0, 1, 2, \ldots$, with probabilities $z_0, z_1, \cdots$. I can sample from the distribution of $Z$ reasonably efficiently (I ...
8
votes
2answers
319 views
Most efficient way to obtain samples from high-dimensional multivariate distributions?
Is MultinormalDistribution[] efficient and easy to use for high dimensions?
I have a variable $n$ representing the dimension of a Monte Carlo integration I do on a ...
-8
votes
4answers
319 views
Going Beyond Pseudorandom Numbers
I cooked up this simple bit of code in hopes to exceed pseudorandom number generation maybe touch the face of true randomization:
...
20
votes
1answer
722 views
RandomVariate from 2-dimensional probability distribution
A probability distribution can be created in Mathematica (I am using 8.0.1) with e.g.
...
16
votes
6answers
999 views
Efficient way to generate random points with a predefined lower bound on their pairwise Euclidean distance
Using Mathematica what is an efficient way to generate a list of $n$ random two dimensional points $\{x_i,y_i\}$ where $i=1,...,n$ so that no two points $p_1$ and $p_2$ in the list has an Euclidean ...
11
votes
1answer
225 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 ...
4
votes
1answer
230 views
How to fix errors in Gram-Schmidt process when using random vectors?
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 ...
3
votes
2answers
578 views
creating vectors with normal distribution of lengths
First consider vectors of unit length, say on the unit sphere.
Now I want to give some magnitude to these vectors and I want the magnitude to be chosen from the normal distribution.
In one dimension ...
9
votes
2answers
390 views
Creating randomly oriented planes
I would like to create randomly oriented planes.
This is how I'm attempting to do that:
I create a 2 random unit vectors, $\mathbf{v}_1$, and $\mathbf{v}_2$, in the $x$-$y$ plane
I assume that if I ...
3
votes
1answer
129 views
Generate a new output using Manipulate
Thanks to methods found in the below, I was able to assemble those elements :
Tile image on specific location without space between them
How to combine images with the same dimensions in a grid?
...
11
votes
1answer
289 views
Which Distributions can be Compiled using RandomVariate
Recently, Oleksandr kindly showed a list of Mathematica commands that can be compiled.
RandomVariate was part of that list. However, whether this can be compiled depends upon the distribution that is ...
