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Questions tagged [random]

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

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139
votes
7answers
29k views

How to generate a random snowflake

'Tis the season... And it's about time I posed my first question on Mathematica Stack Exchange. So, here's an holiday quest for you Graphics (and P-Chem?) gurus. What is your best code for generating ...
53
votes
3answers
4k views

Quality of random numbers

Mathematica has several ways of generating random numbers: Congruential, ExtendedCA, Legacy, MersenneTwister, MKL, ParallelGenerator, ParallelMersenneTwister, Rule30CA. For ...
45
votes
8answers
6k views

How to generate random points in a region?

The Mathematica 10 documentation was updated for FindInstance adding support for regions. In my use case, I'm trying to sample points in a set of disks: ...
43
votes
2answers
4k views

RandomVariate from 2-dimensional probability distribution

A probability distribution can be created in Mathematica (I am using 8.0.1) with e.g. ...
42
votes
7answers
6k 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 ...
39
votes
5answers
5k views

Distribution of random points in 3D space to simulate the Crab Nebula

I'm generating some 3D models of planetary nebulae and supernova remnants for Celestia, a free OpenGL astronomy software. Currently, I know how to do it with random points inside a spherical shell. ...
39
votes
6answers
4k views

2D random walk within a bounded area

I want to simulate a random walk in two dimensions within a bounded area, such as a square or a circle. I am thinking of using an If statement to define a boundary. ...
37
votes
9answers
16k 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 ...
37
votes
2answers
6k views

Efficient Langevin Equation Solver

This question is not about good algorithms for solving stochastic differential equations. It is about how to implement simple codes in Mathematica efficiently exploiting Mathematica's programming ...
36
votes
6answers
10k 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 ...
36
votes
5answers
1k views

obtaining random element of a set given by multiple inequalities

I try to obtain random elements from a set given by multiple inequalities. This is of general interest to me, but let me present one example here: I have multiple inequalities specifying half spaces ...
35
votes
5answers
5k views

Efficiently generating n-D Gaussian random fields

I am interested in an efficient code to generate an $n$-D Gaussian random field (sometimes called processes in other fields of research), which has applications in cosmology. Attempt I wrote the ...
33
votes
1answer
3k views

Finding the likeliest path in a Markov process

With Mathematica 9, we have the addition of various processes, among which the discrete Markov process. Given a transition probability matrix m, such a process is ...
32
votes
2answers
1k views

Generating animations of clouds with Mathematica

I'd like to generate some visually-pleasing animations of clouds, fog or smoke with Mathematica. My idea of "visually-pleasing" is along the lines of one of the images on the Wikipedia article for ...
32
votes
4answers
1k 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 ...
31
votes
6answers
3k views

Generate two random numbers with constraints

I want to generate two random numbers, $p$ and $q$, between $0.5$ and $1$. They are connected by the constraint $1/(2q) > p$. How do I generate $p$ and $q$?
29
votes
3answers
2k views

Generating 250 random points crashes the kernel, but not 249

Fixed in 10.1.0. Consider the following function, which generates uniformly random points on the surface of the 2-sphere: ...
29
votes
3answers
538 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. ...
28
votes
3answers
1k views

Implementing a planetary terrain generation algorithm

From this (now deleted) question I found this site where the author discusses a simple technique for random terrain generation on a sphere. The method discussed is as follows: start with a ...
26
votes
2answers
1k views

Efficiently generating 2-D Gaussian random fields on the sphere

Context A couple of years ago I posted this question for an efficient code to generate an n-D Gaussian random field (sometimes called processes in other fields of research), which has applications in ...
25
votes
4answers
3k views

How to sample points randomly below a curve? [duplicate]

How can I randomly select 1000 points uniformly from the shaded area below the plotted curve? Plot[1/π Cos[θ]^2, {θ, 0, 2 π}, Filling -> Bottom]
24
votes
3answers
2k views

Uniformly distributed n-dimensional probability vectors over a simplex

What's the right way to generate a random probability vector $p={p_1,\ldots,p_n} \in {(0,1)}^n$ where $\sum_i p_i=1$, uniformly distributed over the $(n-1)$-dimensional simplex? What I have is ...
23
votes
2answers
601 views

Spacing out random walks so they don't overlap

From an external simulation program, I have lots of particle tracks which follow random walks, all of which start at or near the origin $(0,0)$. This means that when I plot the walks in Mathematica, ...
22
votes
4answers
3k 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 deviates ...
22
votes
3answers
2k views

Efficient way to simulate thousands of Markov chains

I am currently trying to simulate relaxation of a protein population while maintaining the stochastic properties of the system. For this, I used a Markov chain to describe the temporal evolution of ...
22
votes
3answers
3k views

Generate a Random Polygon

Does some package exist with a function that takes a parameter $n$ and generates a random 2D $n$-sided simple polygon (convex or non-convex), possibly within a certain bounding box? It does not ...
22
votes
2answers
2k views

Implementing the PCG random number generator

PCG ("permuted congruential generator") is a recently-introduced random number generator. PCG is a family of simple fast space-efficient statistically good algorithms for random number generation. ...
22
votes
3answers
11k views

How to generate a RandomVariate of a custom distribution?

I'm trying to generate a pseudorandom variate out of a custom distribution. Suppose I want define a custom distribution, and for the sake of simplicity I define a Poisson distribution (the ...
22
votes
1answer
7k views

How can I randomize order of elements in a list?

Is there a straightforward way to go from an ordered list like: ord = {a, b, c, d, e, f, g, h} to a disordered list like: ...
21
votes
2answers
1k views

Efficient Generation of Random Variates from a Copula Distribution

I have a 7-asset portfolio for which I want to simulate daily log-deltas using a Student T copula. The marginal distributions are all either Stable or TsallisQGaussian. Using NMaximize, I have ...
20
votes
4answers
2k views

Random data generator

Inspired by Quality of random numbers I would like to set up a true random data generator in Mathematica. My idea is to use the static from an open microphone. I recall reading about extracting the "...
20
votes
3answers
10k views

How to generate random directed acyclic graphs?

How to programmatically build random directed acyclic graphs (DAG)? I know about the AcyclicGraphQ predicate and the ...
20
votes
3answers
1k views

1D Random Walk variant

I am making a notebook that is a variation to the traditional 1d random walk problem. The normal 1D random walk can be simulated easily by ...
20
votes
1answer
633 views

Simulating Theatre puzzle

I have been trying to simulate the process of the theatre puzzle from the Joy of X (Strogatz). The puzzle, and some relevant material are here. My simplistic coding for this process follows: ...
19
votes
4answers
5k views

Finding the volume of a sphere using the Monte Carlo algorithm

I used the following code to find the volume of the sphere $x^2+y^2+z^2 \leq 1$ in the first octant: ...
19
votes
5answers
1k views

Sisyphus Random Walk

A Sisyphus Random Walk evolves as follows: With probability (r) you advance the position of the walker by +1. With probability (1-r) the walker resets at x0 = 0. To simulate the probability of reset ...
19
votes
1answer
438 views

What pseudo-random number generators are available to Mathematica users?

One would think I should be able answer the question I pose in the title for myself by reading the Documentation Center article ref/SeedRandom, but it's not so simple. That article does give a list ...
18
votes
5answers
2k views

Picking random items out of a list only once

I'm trying to create a function that randomly returns a value from a list but remembers the values that have been given before. At the end when the list is empty it should return an empty list. ...
18
votes
1answer
917 views

Mathematica giving infinity as a random number!

I am trying to generate several random numbers from normal distribution using Mathematica. The following is the relevant code: ...
18
votes
1answer
1k views

Speed up adding Poisson noise to an image

I'm simulating some images corrupted with Poisson noise, but I'm encountering a few problems with performance. According to the documentation on ImageEffect, one ...
17
votes
1answer
1k views

Simulating discrete time stochastic dynamic systems

What is the canonical way of simulating discrete time stochastic dynamical systems in Mathematica using the new functionality of Random processes? To take a concrete example, lets consider the ...
16
votes
4answers
3k views

Random letters: What is the chance that real words are generated?

Suppose that we are just typing random letters with our keyboards and we include space bar. We don't distinguish between capital and lowercase letters. If we do this for a long time, how many of the ...
16
votes
3answers
7k views

Create triangular mesh from random list of points

I have a list of points. I would like to take these points and create a mesh of triangles from them, making sure triangles don't overlap. So here's a list of points: ...
16
votes
3answers
1k views

Generating uniform random points over a binary image

So I recently read this excellent post about generating random points over arbitrary regions. I hope Wolfram eventually builds that functionality into Mathematica's ...
16
votes
3answers
822 views

Generate randomly sized non-overlapping disks?

I need to generate an image of $n$ randomly sized but non-overlapping blobs in a fixed rectangular region; for example, a square of 300 pixels. The blobs could be disks to keep things simple. The ...
16
votes
3answers
2k views

Plotting the solution of a vector stochastic differential equation

I have a vector stochastic differential equation, $$\mathrm dq = p\,\mathrm dt\qquad q(0)=0$$ $$\mathrm dp = (-q -p)\mathrm dt+\mathrm dW\qquad p(0)=10$$ This can be entered to give me the process ...
16
votes
1answer
157 views

RandomChoice output isn't packed

Why isn't the output of RandomChoice a packed array? For instance: RandomChoice[{.5, .2, .3} -> {1, 2, 3}, 10] Developer`PackedArrayQ @ % {1, 2, 3, 1, 3, 1, ...
16
votes
1answer
914 views

Simulating Stochastic Processes the MMA way

This question is really a specific problem and a methodological one concerning MMA best practices. I want to simulate a system of stochastic processes. If this were a geometric Brownian motion or ...
16
votes
1answer
3k views

Compare C++ Standard Library's Mersenne Twister with Mathematica's Mersenne Twister

The C++ standard library does contain a set of random distribution classes, among other things a Mersenne Twister engine. What I'd like to do is to generate the same random number distribution, using ...
16
votes
1answer
631 views

Why doesn't SeedRandom work here?

From the docs on SeedRandom, SeedRandom[] resets the generator, using as a seed the time of day and certain attributes of the ...