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

learn more… | top users | synonyms (1)

2
votes
1answer
215 views

SDE boundary condition

I have a simple SDE with white noise: ...
0
votes
1answer
20 views

How can i get this sum?

I want to sum up the following numbers. At present iam calculating my sum as follows. a=10^20 + 10^30 + 10^40; In this above case if i want to add 100 or more numbers it becomes really ...
0
votes
1answer
44 views

FindProcessParameters for Fractional Brownian Motion Returns Error

I have the following data: ...
4
votes
0answers
77 views

Converting problem into form involving Probability

I want to solve the following problem symbolically, using Probability: What is the probability of the first random variate of a set to be present more than ...
2
votes
0answers
534 views

Calculate variance of random walk?

How can I symbolically calculate the variance of the following random walk in Mathematica? Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and ...
1
vote
0answers
24 views

Parallelization and evaluation of random number generation

Suppose I have the following functions: ...
1
vote
0answers
76 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 ...
1
vote
0answers
112 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
0answers
79 views

What is the fastest way to obtain the eigenvalues of a Wishart matrix?

I would like a fast method of creating a sample of random numbers which corresponds to the eigenvalues of a Wishart matrix: For M>N the eigenvalues \lambda_i are given by the jpd Where $K_N$ is ...
0
votes
0answers
46 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 ...