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

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0
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0answers
54 views

How to calculate the approximate entropy of a list of data? [on hold]

I've borrowed code from a website, because I do not know how to program in Mathematica. This code calculates the Approximate Entropy of Pi. ...
8
votes
3answers
348 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, ...
1
vote
0answers
60 views

Combining Mandlebrot and Monte Carlo

I'm trying to combine plotting a Mandlebrot set with using 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 ...
4
votes
0answers
58 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
97 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
315 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
319 views

Boundary condition for stochastic differential equation

I have a simple stochastic differential equation (SDE) with white noise: ...
0
votes
1answer
172 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 ...
1
vote
0answers
31 views

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

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
vote
1answer
71 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
1answer
103 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
33 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
80 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
403 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
50 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
25 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
votes
0answers
64 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
68 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
239 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
51 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
votes
2answers
99 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
446 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 ...
2
votes
2answers
311 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
votes
2answers
47 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
votes
0answers
68 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
votes
2answers
208 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
votes
1answer
199 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
370 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
votes
2answers
168 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
votes
4answers
567 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
votes
0answers
63 views

What graph distributions are available in Mathematica?

Where can I find a list of all the graph distributions available in Mathematica?
25
votes
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
votes
3answers
718 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
96 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
86 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
69 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
203 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. ...
31
votes
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
172 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
177 views
9
votes
4answers
288 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
80 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, ...