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

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4
votes
1answer
69 views

ImplicitRegion gives arbitrary boundaries

equation1 is the major unbounded region I would like to generate ...
20
votes
2answers
873 views

Efficient Generation of Random Variates from a Copula Distribution

I have a 7-asset portfolio for which I want to simulate daily log-deltas using a Student T copula. The marginal distributions are all either Stable or TsallisQGaussian. Using NMaximize, I have ...
30
votes
1answer
2k views

RandomVariate from 2-dimensional probability distribution

A probability distribution can be created in Mathematica (I am using 8.0.1) with e.g. ...
0
votes
0answers
29 views

What is diffusion map? [on hold]

I have trying to understand this diffusion map,I know it has something to with statistics and reducing no of variables in calculation, I was reading a article which uses this diffusion map to ...
0
votes
0answers
28 views
4
votes
1answer
70 views
2
votes
3answers
497 views

For loop in Length computation code

Here is a code I wrote that is supposed to give the length of list after some splitting and regrouping. But it is inefficient. Is there a way to rewrite in more professional and efficient way? I guess ...
5
votes
2answers
122 views

How to find an estimated root efficiently with binary stochastic estimation of the function?

I am trying to construct certain nice geometric patterns, and one particular feature I'm trying to optimize is the balance of black and white corresponding to point being inside, or outside a ...
7
votes
2answers
272 views
13
votes
1answer
700 views

Uniformly distributed n-dimensional probability vectors over a simplex

What's the right way to generate a random probability vector $p={p_1,\ldots,p_n} \in {(0,1)}^n$ where $\sum_i p_i=1$, uniformly distributed over the $(n-1)$-dimensional simplex? What I have is ...
3
votes
2answers
265 views

How do I generate n random numbers with an extra condition [duplicate]

I need to generate n random numbers that would sum into a. And I can't find an elegant solution here: ...
27
votes
3answers
420 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. ...
27
votes
8answers
1k views

How to generate random points in a region?

The Mathematica 10 documentation was updated for FindInstance adding support for regions. In my use case, I'm trying to sample points in a set of disks: ...
0
votes
2answers
142 views

Random non-overlapping disks in a square

I've found a nice code snippet by @belisarius from this question, that I'll reproduce here for reference: ...
2
votes
1answer
64 views

How do I define a random variable involving Part?

I need to define a random variable that involves Part, but when I try, for example ...
12
votes
1answer
469 views

What function generates random numbers in a compiled function?

I am writing a simulation for 2D random walk. I wrote several version of code, and found that the speed is like this (fastest to slowest): C++, Mathematica compiled procedural code, Mathematica ...
2
votes
1answer
116 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
votes
0answers
65 views

Retrieving forthcoming step size from NDSolve

I'm solving a system of ODEs with a random component, which changes at each calculation step and depends on the step size. So I'm trying to realize something like this: (1) size of the forthcoming ...
6
votes
1answer
88 views

Slow-down encountered for RandomChoice in large lists

I was wondering if anyone could help me to speed up this code snippet which creates simple (sparse) networks by preferential attachment. The algorithm adds a vertex and an edge each time interval. ...
2
votes
2answers
81 views

Better to use loop or function when populated list?

In the past I have pretty much stuck to expression building when using Mathematica, but recently I have been writing a procedure to populate an array, which I guess are called "lists" in Mathematica. ...
14
votes
5answers
432 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?
10
votes
5answers
730 views

Randomly assigning color to Graphics3D objects?

I have a set of Graphics3D primitives (here, spheres) which I would like to assign either: One of a subset of colors, e.g. {Green, Red} A random color over some RGB interval Writing something ...
17
votes
4answers
2k views

Finding the volume of a sphere using the Monte Carlo algorithm

I used the following code to find the volume of the sphere $x^2+y^2+z^2 \leq 1$ in the first octant: ...
1
vote
3answers
99 views

Partitioning List Into Sublists of Length 2 With The Pairing Being Random

I've done a bit of Googling with hopes of finding an answer, but to no avail. I'm looking for a way that I can have Mathematica take the elements of a list, say ...
3
votes
1answer
266 views

Plotting random circles in a square

How can we draw 20 circles which have random radius in a specified range, with random positions. All centers must be in a square with side=10 (for example centimeter): every overlapping between any ...
5
votes
1answer
507 views

Generating random symmetric matrix

Suppose first that I want to generate a matrix whose elements are independent and identically distributed (i.i.d.) with distribution dist. This is easy: ...
8
votes
3answers
534 views

Create sine function with random increase in phase

I am trying to simulate a signal that randomly increases its phase, so far I have tried two thing but neither worked. I usually use matlab but I want to learn some Mathematica so I thought I would try ...
24
votes
3answers
848 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 ...
16
votes
1answer
465 views

Speed up adding Poisson noise to an image

I'm simulating some images corrupted with Poisson noise, but I'm encountering a few problems with performance. According to the documentation on ImageEffect, one ...
5
votes
1answer
55 views

RandomGraph with specific constraints

I need to generate random connected simple graphs (no loops) with the constraint that exactly two vertices must only have a single edge. I can create many connected graphs (but very few will have the ...
12
votes
1answer
193 views

Regime Change Stochastic Process

I would like to simulate an Ito process in which the drift and diffusion terms change after hitting a boundary for the first time. For example, a Geometric Brownian Motion X which has 0 drift and ...
5
votes
2answers
390 views

Simple Monte Carlo simulation

I want to find the Monte Carlo simulation of the integral $$\int_0^1 \sqrt{1-x^2}\mathrm dx$$ The Cesàro mean is $$I_n=\frac1n\sum_{k=1}^{n} f(U_k) $$ I want to plot the scatter plot ...
1
vote
2answers
72 views

Calculating Variance (without Variance expression)

I am learning Mathematica on the fly, one of my tasks is to find the variance of white noise. I followed the tutorial for finding white noise by using the code: ...
10
votes
2answers
529 views

Generating uniform random points over a binary image

So I recently read this excellent post about generating random points over arbitrary regions. I hope Wolfram eventually builds that functionality into Mathematica's Random functions. I want to do this ...
4
votes
3answers
149 views

How do I draw random points from a region [duplicate]

as the title,this problem have confused me a whole day.If I have a region,how can I yield a random member in this region.The region such as ...
2
votes
2answers
75 views

How do I execute a block of code multiple times? [closed]

Rudimentary pseudoconceptial question: I have a specific block of code that uses random variables and generates a plot at the end based on random code. I want my code to run 10 different times to get ...
0
votes
0answers
41 views

Parametrizing a matrix given its trace and norm

I have a problem where I have to generate random matrices with the following properties: ($a$ is a given fixed number) $\mathrm{Tr}\, A=0$ $\mathrm{Tr}(A^\dagger A)=\|A\|_F^2=a$ I was wondering ...
0
votes
2answers
121 views

Generate a list with random values between a and b [closed]

I am trying to perform system identification.. To properly identify the system i have to give the system a "rich" signal which are able to "activate" all the modes of the plant. A rich signal would ...
2
votes
0answers
38 views

Custom graph distribution

I am working with random graphs a lot. It's quite easy to describe random graph using, adjacency matrix or just a list of edges. However I am thinking that I might benefit from describing random ...
0
votes
1answer
67 views

usage of random numbers in recursive loop

I am trying to evalute two functions using iterative process as below ...
21
votes
1answer
310 views

Generating animations of clouds with Mathematica

I'd like to generate some visually-pleasing animations of clouds, fog or smoke with Mathematica. My idea of "visually-pleasing" is along the lines of one of the images on the Wikipedia article for ...
1
vote
2answers
290 views

How to generate a random, relatively prime number to p?

I'm sorry if this is an obvious question, but I'm a newbie and googling didn't help me much. Is there a way in Mathematica to generate a number q coprime with ...
1
vote
3answers
76 views

Fill an array, symmetric with respect to its centre

I want to create an array that must be symmetric with respect to the centre of it, as in the following example: 0 1 2 3 4 3 2 1 but, instead of having such ...
0
votes
1answer
62 views

How do I apply a conditional append rule to plot randomly chosen points?

I'm working on an attempt at forming a sort of "Mandelbrot" set using Newton's method and randomly chosen points. Effectively I need to define a loop for Newton's method to determine whether my points ...
1
vote
1answer
171 views

Combining Mandelbrot and Monte Carlo

I'm trying to combine plotting a Mandelbrot set with Monte Carlo randomization to plot an equation using random points for complex number z, for the function $z^3-2z+2=0$. Below is the code I have ...
25
votes
3answers
2k views

Generating 250 random points crashes the kernel, but not 249

Fixed in 10.1.0. Consider the following function, which generates uniformly random points on the surface of the 2-sphere: ...
8
votes
3answers
397 views

Turning a set of random walk data 45 degrees

I have a set of data that is just a "random" (generated by me, not by computer) sequence of length 2000 of 1's and (-1)'s. I used it to plot a 1-D random walk where +1 is step up, (-1) is step down, ...