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

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16
votes
4answers
1k 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 ...
34
votes
3answers
1k 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
278 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
491 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 ...
-11
votes
4answers
420 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: ...
23
votes
1answer
1k views

RandomVariate from 2-dimensional probability distribution

A probability distribution can be created in Mathematica (I am using 8.0.1) with e.g. ...
29
votes
6answers
2k 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
285 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
289 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
817 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 ...
10
votes
2answers
529 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
166 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? ...
21
votes
3answers
546 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 ...