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

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0
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0answers
6 views

Fourier transform of a real white noise on a 3D cubic lattice

I'm facing the following problem: I have a cubic domain of side $L=2\pi$; this domain is divided in a cubic grid, each side is divided in $N$ points, where $N$ is an even integer number. the ...
1
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1answer
50 views

Failed to create a special random-disturbed initial condition for partial differential equation

I try to use BSplineFunction to creat a initial condition for NDSolve which has periodic boundary condition, that is realized by ...
0
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1answer
82 views

Generate a small random disturbance on a flat surface for NDSlove

I want to generate a small random perturbation on a flat surface defined on a square domain, e.g. 1 + 0.05 rand(x,y), which can be used as initial condition with periodic boundary conditions in ...
0
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2answers
30 views

Simulate from an AR(1) process where the parameters vary over time

I would like to simulate from an AR(1) process, where the $\rho$ parameter in the process of the form: $X_t = \rho X_{t-1} + \epsilon_t$ varies over time. The path of $\rho$ and $var(\epsilon_t)$ ...
12
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3answers
1k views

Can Mathematica's random number generation be improved?

Performance on Random Number generation is intolerable. Whenever you need many deviates from the same distribution but with different parameters it takes forever. Here is a thread on Poisson ...
0
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1answer
75 views

How to improve this function that selects parameters from arbitrary distribution using Recursion?

Below, I have defined a function using Which to select model parameters based upon various conditions. My questions are: Is there any danger in writing this function using Recursion? Is there a more ...
8
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5answers
389 views

How to randomly select subsets

I have a list of around 300 elements. I want to sample subsets of length 25 such that my samples are all distinct. My first inclination was to use something like ...
2
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1answer
44 views

Why is RandomVariate of special probability distribution doesn't working in all cases

I would like to generate a random variates in Mathematica 9 with this distribution: ...
0
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1answer
23 views

Fit process parameters to a transformed AR(1) process

I would like to fit the parameters of an exponented AR(1) process using Mathematica's EstimatedProcess, however, the function does not seem to evaluate to anything. First of all I create the ...
0
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0answers
56 views

Von Neumann's method to generate points uniformly distributed on a region of a n-sphere surface

I am trying to generate points uniformly distributed on a region of a single n-sphere surface (all angles in hyperspheric coordinates are between 0 and Pi/2). I decided to use von Neumann's method ...
2
votes
1answer
64 views

Time inhomogeneous Markov Chain in Mathematica

I would like to create a discrete 2-state Markov process, where the switching probabilities in the transition matrix vary with time. I can currently do the following, which creates a process with ...
3
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1answer
310 views

Boundary condition for stochastic differential equation

I have a simple stochastic differential equation (SDE) with white noise: ...
6
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5answers
2k views

Random numbers that sum up to specific value

I would like to generate a list with random numbers, which add up to a specific value. While[Total[x] == 28, x = RandomInteger[{0, 28}, 5];Print[x]] The random ...
2
votes
3answers
185 views

Creating a fast random array generator

I want to create N x N array of random numbers. (N is an integer). The constraints are, each element should be between 0 to l(integer) ( here 0<= l <= N) and the sum of elements in each row ...
0
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0answers
45 views

Random generation of three-non-collinear and four-non-coplanar points in 3D space

Please, take a look to this code. How it can be improved so that the time execution becomes smaller? ...
6
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2answers
96 views

Sum considers RandomInteger[] as a constant

Perhaps this is expected behavior, but I was kind of surprised by the following: ...
23
votes
3answers
2k views

Generating 250 random points crashes the kernel, but not 249

Consider the following function, which generates uniformly random points on the surface of the 2-sphere: ...
30
votes
7answers
3k 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 ...
2
votes
4answers
413 views

Random real numbers that sum up to specific value

In here, it works with "Integer". What if I want 5 positive real numbers that sum to 1? RandomChoice[IntegerPartitions[100, {5}]]/100. That will work. But only ...
1
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2answers
260 views

Generate nonoverlapping random circles [duplicate]

I want to distribute n circles unformly in an area(e.g. free plannar space). The circles could touch each other but cannot overlap. ...
0
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2answers
46 views

Getting RandomChoice to work in Manipulate function

I'm a beginner mathematica programmer and I am tryin to create my first demonstration. This code should represent what happens if one changes the size of the reading frame, calculating the nucleotide ...
0
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0answers
67 views

How to randomly create disks with randomized radii under given specific cover ratio? [duplicate]

I want to create uniformly distributed disks(dots) in a specific rectangular area. Suppose: the disk radii should be uniformly between $a$ and $b$ ($0<a<b$); there is no interaction between ...
1
vote
1answer
76 views

RandomVariate form a Specific Distribution with Restrictions

There are a lot of questions about generating random numbers form both uni-variate and bi-variate distributions. Mathematica has a lot of built in distributions for that purpose. However, I could not ...
9
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2answers
201 views

Sampling phase space uniformly for a given energy

For example, for the 1D harmonic oscillator, the energy is given by: $$ E = \frac{1}{2 m} p^2 + \frac{m \omega^2}{2} x^2 $$ where x is position and p is the momentum. I would like to sample phase ...
4
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1answer
194 views

Monte Carlo Volume Calculation and Speed Up

I am trying to do a Monte Carlo area calculation for an irregular area defined by: $$0 \le x \le 1, 10 \le y \le 13, y \ge 12 \cos(x), y \ge 10 + x^3$$ I used the code with modifications (so I can ...
24
votes
3answers
364 views

Assign a randomly generated list to variable

Bug introduced in 10.0.0 and fixed in 10.0.2 I don't know if this is a silly question, but it really baffles me. So please help me understand this behavior. ...
5
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2answers
160 views

TemporalData, RandomFunction, Loops: Extracting data from TemporalData sets?

I'm doing a finance project for my differential equations class to explore stochastic processes. I'm exploring IRA retirement funds. From the project write-up: Standing assumption: at time of ...
11
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4answers
558 views

Generating Random Real numbers with certain numbers not included

I'm writing a program that i need 1000 real number between -3 and 6. the code that I used for generating and saving them was l = RandomReal[{-3, 6}, 1000] But I ...
0
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0answers
60 views

What graph distributions are available in Mathematica?

Where can I find a list of all the graph distributions available in Mathematica?
25
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4answers
3k views

How to generate a random tree?

Is it possible to generate a random tree without explicitly constructing a random adjacency matrix that satisfies tree properties? How about a random directed tree? Edit: incredible answer by ...
22
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3answers
698 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 ...
2
votes
1answer
92 views

Is random number generation based on Farlie-Gumbel-Morgenstern copula wrong?

I am constructing a bivariate Farlie-Gumbel-Morgenstern distributions with Normal and exponential marginal as follows: ...
4
votes
2answers
84 views

Generate non-overlapping permutations

Let l be a list l = Flatten[Range[7] & /@ Range[12]]; (* 1,2,3,4,5,6,7,1,2,3,4,5,6,7,... *) The question is to ...
0
votes
2answers
60 views

A constraint to RandomReal for sum of numbers equal to arbitrary n

I want to generate some random numbers but respect a constraint. So I use RandomReal[{0,1},N,WorkingPrecision -> 2] I want to fix a constraint in order ...
1
vote
3answers
200 views

How to generate new random numbers in a Manipulate only on demand?

I was playing with a Manipulateto visually compare calculating the mean of Normal and Cauchy random data. ...
30
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9answers
8k views

How to create animated snowfall?

Well, the title is self-explanatory. What sorts of snowfall can we generate using Mathematica? There are two options I suggest to consider: 1) Continuous GIF animations with smallest possible number ...
6
votes
1answer
169 views

Random filling of L-length line with l-length segments

I have discrete L-length line filled randomly with 2-length segments so its cover line with gaps 0 or 1. So we can describe cover configuration as sequence of gaps such as {0,0,1,0,1}. How I can ...
3
votes
1answer
173 views
9
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4answers
280 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?
1
vote
1answer
73 views

How to figure out the seed I used to generate several random numbers given that I didn't used SeedRandom at first place?

After generating thousands of random numbers, I figured out that I didn't used SeedRandom to store the seed. Is there a way for me to know what seed was used to generate these numbers? Thanks in ...
3
votes
1answer
107 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
488 views

Generate Random Text within a Rectangle

I would like to generate images such as the four below. That is: some text of different length fit within a Rectangle[] using ...
2
votes
2answers
171 views

Constraining a random function

This question is a follow-up from here. I have a function that generates a list of correlations between some random variables: ...
0
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1answer
130 views

Generate Random 3D Network using GraphPlot3D and loop

Instead of writing all this out I want to do the same thing with a loop and be able to manipulate n and k. The idea is to create a randomly generated network where n is the number of nodes and k is ...
12
votes
3answers
2k views

Create triangular mesh from random list of points

I have a list of points. I would like to take these points and create a mesh of triangles from them, making sure triangles don't overlap. So here's a list of points: ...
9
votes
5answers
599 views

Randomly assigning color to Graphics3D objects?

I have a set of Graphics3D primitives (here, spheres) which I would like to assign either: (1) One of a subset of colors, e.g. {Green, Red} (2) A random color over some RGB interval Writing ...
2
votes
3answers
302 views

Coloring random points in an annulus

I have found the following random generator to generate points in an annulus in stackoverflow on stackoverflow ...
2
votes
1answer
123 views

How to label vertices in a grid with random integers?

I would like to assign each vertex a random number with the minimum bound equal to the smallest vertex and the maximum equal to the value of the largest without repeats. For example, in a 20x20 grid, ...