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

learn more… | top users | synonyms (1)

28
votes
1answer
939 views

Finding the likeliest path in a Markov process

With Mathematica 9, we have the addition of various processes, among which the discrete Markov process. Given a transition probability matrix m, such a process is ...
3
votes
1answer
66 views
5
votes
1answer
117 views

Computing the Hurst exponent or fractal dimension of fractional Brownian motion

The Hurst exponent is related to the fractal dimension by noticing that the fractal dimension $D$ is equal to $2-H$, where $d$ is the intrinsic dimension and $H$ is the Hurst exponent, for 1-D ...
0
votes
0answers
40 views

How to deal with matrices involved in system of SDEs?

This question is in continuation of the the previous posts Solving Stochastic differential equation and Fast Simulations with Compile. What I want to do is numerically solving the epidemic model which ...
22
votes
5answers
2k views

2D random walk within a bounded area

I want to simulate a random walk on two dimension in a bounded area such as a square or circle. I am thinking of using If statement to define a boundary. Is there a ...
1
vote
3answers
112 views

Random reals according to conditions

I'd like to create a list of triplets $(x,y,z)$ which satisfy the following properties: $$0<x<1/2 \\ 0<y<1/2-x \\ -1<z<-2(x+y)$$ Basically I would like to uniformly generate random ...
12
votes
1answer
226 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 ...
21
votes
3answers
550 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 ...
15
votes
4answers
900 views

Finding the volume of a sphere using the Monte Carlo algorithm

I used the following code to find the volume of the sphere $x^2+y^2+z^2 = 1$ in the first octant: ...
0
votes
0answers
43 views

Random reals according to probability distribution [duplicate]

How do I generate a list a random real numbers that follow a probability distribution? If my pdf is $f(x)$, how do I "force" the random numbers to follow $f(x)$?
2
votes
3answers
269 views

Create a list of random reals

How can I create a list of random pairs $(x,y)$ where $0<y<x<1$ and $x,y \in \mathbb{R}$ ? I can't seem to place that inequality restriction on the random numbers that are generated.
0
votes
0answers
30 views

Generating a Table with a certian Density [duplicate]

How do I create a random table of 0's and 1's with a certain density instead of a probability? For Example: Manipulate[ Table[RandomChoice[{1 - density, density} -> {0, 1}, {10}]], ...
0
votes
1answer
81 views
5
votes
4answers
989 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 ...
6
votes
2answers
604 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
52 views

Probability Distribution of a Multivariate Hypergeometric distribution and maximum probability

Hello to all Mathematica Users! I have this question: Consider a box which contains 69 balls. 17 red, 1 white, 29 blue and 22 green balls. There will be picked 7 balls randomly, without putting the ...
3
votes
2answers
187 views

Addition of Matrices [closed]

How can I add the Matrices created by this: SeedRandom@0; Table[RandomInteger[{0, 34}, {2, 2}], {2}, {5}] // MatrixForm $\left( \begin{array}{ccccc} \left( ...
3
votes
3answers
113 views

Creating nested matrix using random integers

How do i create 15x2 matrix with 2x2 random integer elements? My code only returned identical 2x2 elements:
3
votes
1answer
129 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). ...
4
votes
4answers
557 views

Skip other If conditions

I'm trying to write a code to "random" move in a matrix but it can't go to a certain position if it has a certain value (in this case I'm using the number 2). How do I make it to skip all other If ...
0
votes
1answer
77 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
70 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
116 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 ...
1
vote
4answers
182 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 ...
0
votes
2answers
190 views

Generating a random tree of given cardinality, depth, and labeling

For demo, exploration and teaching purposes, I would like to be able (and asking you for help) to generate these special instances of trees: For given: N - number of nodes in the tree D - depth of ...
2
votes
2answers
121 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
1answer
46 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 ...
8
votes
2answers
696 views

How could I generate words starting with P,h,D?

A friend of mine is a PhD candidate and posted a picture on Facebook with funny words starting with 'p', 'h' and 'd' like "Please hire. Desperate" or "Permanent head Damage". I thought I could try and ...
0
votes
0answers
29 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: ...
0
votes
1answer
59 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
139 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, ...
14
votes
3answers
601 views

1D Random Walk variant

I am making a notebook that is a variation to the traditional 1d random walk problem. The normal 1D random walk can be simulated easily by ...
2
votes
2answers
165 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
55 views

RandomVariate does not evaluate a Hyperbolic Distribution

Any Idea why I can't get a result from this expression: ...
3
votes
5answers
170 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 ...
0
votes
1answer
77 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 ...
4
votes
1answer
133 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
91 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
75 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 ...
5
votes
3answers
361 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 ...
3
votes
1answer
178 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
115 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 ...
0
votes
1answer
87 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 ...
6
votes
1answer
192 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 ...
1
vote
3answers
176 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
105 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
181 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 ...
14
votes
5answers
810 views

Picking random items out of a list only once

I'm trying to create a function that randomly returns a value from a list but remembers the values that have been given before. At the end when the list is empty it should return an empty list. ...
0
votes
1answer
50 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
77 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 ...