Questions tagged [random]

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

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2
votes
1answer
29 views

Help with evaluation of the differential of a BSplineFunction?

It can be useful to generate a smooth random function over $[-L,L]$ with BSplineFunction: ...
5
votes
1answer
51 views

RandomPoint returns compiler errors on RegionIntersection of two Meshs?

Consider the intersection of two ConvexHullMesh's, m1 and m2. ...
3
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0answers
101 views

Parallel evaluation of RandomVariate for an InterpolatingFunction

I need to generate a lot of point according to a given distribution. I don't have an analytic form of this distribution so I am using an InterpolatingFunction of ~100 points computed numerically. I ...
6
votes
3answers
561 views

Generating random, non-repeating points on the plane

The problem is to generate random points on the plane that are unique (i.e. no repetition of a point). The following won't work because of repetition: ...
3
votes
0answers
69 views

Why does SeedRandom with same seed used twice produce such different results?

I have occasionally used RandomSeed[100] twice in the code and noticed behaviour that I don't understand. Consider: ...
7
votes
2answers
423 views

How can I generate a sin wave with power law noise?

I am interested in simulating a signal with different types of power law noise, as entitled in wikipedia, "Color of Noise". (The audio examples are pretty cool). Basically, white noise, which many ...
1
vote
0answers
112 views

RandomVariate with ProbabilityDistribution performs well in 10.0, but not in later versions

I have a custom probability distribution function and I want to generate numbers according to this PDF. Interestingly enough, this works without trouble on my MacBook with Mathematica 10.0, but when I ...
1
vote
1answer
104 views

Random sampling of a discrete distribution in NetGraph

Within a NetGraph I would like to use the output of a softmax layer, interpreted as a probability distribution, to sample a "next token". Since this is done inside an RNN structure, I cannot do this ...
4
votes
1answer
111 views

Improving Speed of Binomial and Multinomial Random Draws

A number of users have discussed the speed of Random number generation in Mathematica. The Binomial and Multinomial random number generators in Mathematica are fast if multiple draws are needed for ...
2
votes
1answer
154 views

Generate a uniform distribution over an $n$-simplex employing quasi-random low-discrepancy points

This post is intended in a similar direction to an earlier one Can I use Compile to speed up InverseCDF? . I now wish to generate uniform points in an $n$-simplex (specifically $n=8$), making use of ...
2
votes
1answer
125 views

RandomReal in combination with NormalDistribution [closed]

I am normally not working with Mathematica, but I have to understand a code written in i! Can some body say what the arguments and parameters of code below say? ...
1
vote
1answer
60 views

Parametric Ito Process

Is it possible to make a parametric ItoProcess ? I'd like to write that equation : ...
1
vote
1answer
53 views

Ito Process with Piecewise

I have the following ItoProcess : ...
0
votes
0answers
31 views

Computing the same stochastic ODE many times but with different random seeds

I have this stochastic ODE, where I'm using ParametricNDSolve and WhenEvents : ...
2
votes
0answers
143 views

Noise covariance matrix

I am trying to find the noise covariance matrix of a random vector $\mathbf{x}$ with itself. The elements of this vector represent image pixels and are treated as random variables i.e, $\mathbf{x}=\{...
1
vote
1answer
79 views

Drawing from InverseWishartMatrixDistribution. A machine precision error?

I'm drawing from the Inverse-Wishart Distribution, but I got the following error message: ...
1
vote
2answers
134 views

Multiple unique random samples?

I'm trying to produce $n$ random samples from a list, but not all samples, and I'd like the samples to not repeat in the same execution of the command. If I'm not mistaken, something like ...
4
votes
5answers
670 views

How to generate binary array whose elements with values 1 are randomly drawn

I am trying to generate a binary matrix (whose elements are 0 or 1) of dimension 20x20. To do this, I want to supply as input the number of matrix elements that will take value 1. After, I want to ...
0
votes
1answer
93 views

Autocorrelated random field generation

Problem is related with my other question So, generate exponentially correlated row $π‘₯_{0,0},π‘₯_{1,0}...π‘₯_{𝑛,0}$ and starting from π‘₯0,0 there will be a correlated column $π‘₯_{0,1},π‘₯_{0,2}...π‘₯_{...
5
votes
3answers
385 views

Finding the dangling free part of a cluster connecting two nodes

I am trying to learn how to use Mathematica for analyzing graphs, more specifically in the context of connectivity and percolation. For the sample graph that I have included in this post, we have a ...
6
votes
2answers
555 views

Graphing random points on the XY-plane

I am trying to generate around 10-20 points on the xy- plane in the domain $[-10,10]\times[-10,10]$ (in 3D) and I am having trouble. I want to draw the plane in 3D, graph the random (they do not have ...
0
votes
1answer
103 views

Monte Carlo simulation using modified rejection technique

Plot the probability density function $\qquad w(x)=(1/(1+x^2))(1/x^{0.5})$ for $(0 < x < 1)$ Make up the subroutine flowchart to get the random numbers $x$, using the modified ...
2
votes
4answers
196 views

How to generate a matrix with certain conditions

I want to generate a $n \times n$ matrix. I want the diagonal entries to be all 0 I want a random choice of matrix elements with 0 or 1. The probability of having a 1 as a matrix element is $1/m$ and ...
2
votes
1answer
72 views

Perpendicular chord lengths from the boundary points of an arbitary 2D shape

Let's generate an arbitrary convex domain with smooth boundaries: Graphics[BSplineCurve[{{1, 4}, {5, 3}, {9, 4}, {5, 5}, {8, 7}}, SplineClosed -> True]] I'...
11
votes
2answers
449 views

On random numbers extracted from NormalDistribution by two different methods under the same seed

I've encountered the following situation within various trials. Why does such a difference arise between bulk sampling and one-by-one sampling? ...
5
votes
1answer
294 views

Trying to compute the heat capacity for the 2D-Ising model

I'm trying compute the heat capacity $C_v$ out of my simulation for the 2D-Ising model which is given by $C_v = \frac{\langle E^2 \rangle - \langle E \rangle^2}{T^2N^2}$ ($E$: Energy, $T$: ...
20
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 ...
1
vote
1answer
50 views

How to take a point randomly from a region [duplicate]

I want to take some points randomly by the limits above, I had try to use FindInstance method but it always out (0,0) ...
7
votes
5answers
1k views

Survival Probability for Random Walks

The Survival Probability for a walker starting at the origin is defined as the probability that the walker stays positive through n steps. Thanks to the Sparre-Andersen Theorem I know this PDF is ...
10
votes
2answers
141 views

Controlling the randomness of DropoutLayer

How can I control the randomness of DropoutLayer in order to get the same result after each execution? For example: ...
5
votes
2answers
189 views

Obtain the current value of the seed used by the random number generator

I would like to be able to do something like the following pseudocode: ...
0
votes
2answers
953 views

Generate Random Symmetric positive definite matrix

Is there any way to create a random symmetric positive definite matrix ?
3
votes
4answers
976 views

Random Six Character Strings Without Collisions

I want to generate a random list of six characters that only contain characters from "0...9" and "A...Z". For this I can define ...
7
votes
2answers
312 views

Record Statistics for Discrete Random Walks

I code a random walk of length 100 drawn from a LaplaceDistribution: Accumulate[RandomVariate[LaplaceDistribution[0, 1], 10000]] I am having trouble counting the ...
1
vote
2answers
114 views

Sampling data from numerical values of density distribution of nucleons

How could i sample my data which follows distribution if i have only numerical values of density distribution as an example data attached as in picture I tried but do not know how to do it. The data:...
0
votes
2answers
89 views

2d-RandomWalks with N steps and fixed distance between first and last point

community, I'm trying to figure out a way how to create a 2d list simulating a N-Step-Randomwalk with a fixed distance between first and last point. I already got the RandomWalk with the step size 1: ...
5
votes
0answers
89 views

Random number generation within Compile and Parallelization->True

According to this thread RandomChoice is a compilable function. I use it to generate random numbers in a compiled function with parallelization enabled. I wrote ...
4
votes
6answers
467 views

Randomly distribute numbers to lists

I have 4 empty lists. I would like to randomly distribute numbers from 1 to 10 to these 4 empty lists. How can I add integers to lists randomly? For example: ...
3
votes
3answers
372 views

Sum of Random Integers

I am trying to get a list of numbers with at least 1000 sums as possible, using random numbers from 1 to 10. But I don't want to get blank list output. How can I only get a list of numbers greater ...
0
votes
3answers
40 views

How to create 2 lists of RandomIntegers based on condition?

How do i create 2 lists of RandomIntegers that are the same at certain points based on a condition. For example there are three lists: List A List B List C List C already exists. I am trying to ...
2
votes
0answers
99 views

How to match random number generator to R?

Although I know the algorithm that R is using for pseudo-random numbers I am unable to match the generation of random numbers. ...
3
votes
1answer
301 views

Generate a smooth random function (2D curve) with endpoints specification?

Here is a PDE example, adapted from Wolfram Documentation: ...
2
votes
1answer
67 views

Drawing random numbers from TransformedDistribution

Suppose I have created the following TransformedDistribution: ...
2
votes
0answers
73 views

How do decrease uncertainty of Monte-Carlo integration?

I have some function of many arguments and need to integrate it over the region given by the products of Heaviside theta functions. Namely, I write, say, ...
1
vote
1answer
173 views

How to select random number of elements from a list?

Assume that I have a list a = {1,2,3,4,5,6}; and I want to have a function that outputs a subset of the list such that with probability p=0.2 each element will ...
1
vote
1answer
75 views

Random points from an image using a BernoulliDistribution

I am a Mathematica newbie. I need to sample random points from an image which I have stored in a variable img as: ...
0
votes
1answer
188 views

Why does Monte Carlo integration underestimate my integral as integration range increases?

I'm having a huge problem with Monte Carlo integration. This simple example adequately shows the problem. ...
2
votes
1answer
50 views

Matrix Randomization

Is there a way to take a 20x20 array and replace 2 random parts of this array with a 2x2 matrix? I've tried rvalues = ConstantArray[r, {20, 20}]; to make the ...
0
votes
1answer
94 views

Negative values with RandomVariate

I am using the following code to generate some random number from a custom distribution: ...
0
votes
1answer
49 views

Am I using RandomVaraite and ProbabilityDistribution correctly?

The following code does not produce an output on my Mma (version 11.3 for Windows) ...

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