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

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0
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0answers
60 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 ...
5
votes
1answer
83 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
78 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
423 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
718 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
85 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
233 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 ...
2
votes
1answer
106 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 ...
5
votes
1answer
476 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
517 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
817 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
436 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
51 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
188 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
368 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
71 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
510 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
128 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 ...
25
votes
7answers
953 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: ...
2
votes
2answers
66 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
40 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
116 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
35 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
63 views

usage of random numbers in recursive loop

I am trying to evalute two functions using iterative process as below ...
20
votes
1answer
287 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
267 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
75 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
59 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
168 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
394 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, ...
4
votes
0answers
73 views

RandomVariate, MSE and Cramer-Rao bound calculation

I'm using the following code to plot the variance of a moment estimate of a parameter of Rice distribution and its' Cramer-Rao bound. First I generate $10^3$ vectors $\texttt{R}$ ($10^3$ elements ...
1
vote
1answer
113 views

Finding uniformly distributed random points on an ellipsoid

I am trying to generate a poincare map for a system whose reduced energy manifold looks like the following surface. (x/a)^2 +(y/b)^2 +(z/c)^2=1 I want to find a ...
6
votes
3answers
349 views

Simulate random data with correlation

I would like to simulate some random data e.g. between 0 and 1, but with a given correlation. In other words some data where the correlation between two datasets is e.g. a constant or within a give ...
3
votes
1answer
341 views

Boundary condition for stochastic differential equation

I have a simple stochastic differential equation (SDE) with white noise: ...
0
votes
1answer
198 views

Random numbers in C++ and Mathematica gives wrong results? [closed]

I have the following strange phenomenon which puzzles me!: I have a piecewise constant probability density given as ...
0
votes
1answer
116 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
votes
2answers
39 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 $var(\epsilon_t)$ ...
13
votes
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
votes
1answer
86 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 ...
9
votes
5answers
412 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
votes
1answer
59 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
votes
1answer
37 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 ...
1
vote
0answers
86 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
89 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 ...
6
votes
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
321 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
votes
0answers
66 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? ...