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

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7
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0answers
73 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 ...
6
votes
0answers
62 views

RandomPoint works with a 2D ImplicitRegion but fails for any higher dimension

This is inspired by this answer which features code that I cannot get to work at all, and I tried to figure out why. It boils down to using the function ...
4
votes
0answers
102 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
97 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 ...
3
votes
0answers
62 views

Help with Multivariate ProbabilityDistribution

I wish to obtain numbers from ...
2
votes
0answers
69 views
2
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0answers
44 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
774 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
45 views

Mixture of a bivariate distribution defined as a copula

I define a bivariate distribution: ...
1
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0answers
127 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
90 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
383 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 ...
0
votes
0answers
47 views

Random phases at each run in a wave superposition

I need to define a function which generates a random real number between 0 and $2\pi$, as a random phase constant for a wave superposition. The output should be different each time I re-run the code, ...
0
votes
0answers
110 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

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
108 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? ...