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

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3
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1answer
145 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 ...
7
votes
0answers
58 views

Restarting random number generators where you left off

I have code that uses both RandomReal and RandomInteger a number of times to produces a sequence of $n$ data sets. After ...
4
votes
0answers
85 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 ...
4
votes
0answers
92 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
38 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 ...
2
votes
0answers
56 views

Help with Multivariate ProbabilityDistribution

I wish to obtain numbers from ...
2
votes
0answers
717 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
39 views

Mixture of a bivariate distribution defined as a copula

I define a bivariate distribution: ...
1
vote
0answers
90 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 ...
1
vote
0answers
84 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
314 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
113 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
68 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 ...
0
votes
0answers
45 views
0
votes
0answers
42 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
0answers
72 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? ...
0
votes
0answers
35 views

Simulating from CopulaDistribution

I am currently using CopulaDistribution and have been generating RandomVariates from this distribution. Say my code looks sort of like this (this is much simpler) ...
0
votes
0answers
64 views

What graph distributions are available in Mathematica?

Where can I find a list of all the graph distributions available in Mathematica?
0
votes
0answers
106 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 ...