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

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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 ...
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528 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 ...
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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 ...
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103 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 ...
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0answers
77 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 ...
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191 views

SDE boundary condition

I have a simple SDE with white noise: ...
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How to deal with matrices involved in system of SDEs?

This question is in continuation of the the previous posts enter link description here and enter link description here. What I want to do is numerically solving the epidemic model which can be defined ...