Questions relating to (pseudo)randomness, random oracles, and stochastic processes.

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Do you need true randomness to beat the two-envelope game?

A well-known (non-)paradox in probability involves a two-envelope game played between two players, $A$ and $B$: $A$ selects two distinct (real) numbers, $x$ and $y$, writing each one down on a card ...
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When is a coupling ''natural''?

The definition of coupling is written below. In some articles, I found the term "natural coupling". When is a coupling said to be ''natural''? Definition of coupling between two random variables: Let ...
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3answers
64 views

How to scale a random integer in $[A,B]$ and produce a random integer in $[C,D]$

I know there are many methods to scale a number from range $[A,B]$ to a range $[C,D]$, and I've searched over and over the web. I've seen this math.SE thread. I need to scale a big number (signed ...
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1answer
40 views

Variance and Expected value of internet connection

I am working on a probability/statistics problem! The problem is as follows: Your internet connection is very poor. It constantly alternates between being functional for x minutes and being down for ...
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1answer
102 views

Fast method to pick unique random numbers?

In general, computer simulation involving random numbers (lets say to simulate a fair deck of playing cards so $1$ thru $52$) runs fast if you only pick a few cards. However, as you pick more and ...
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3answers
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How to handle dice probability? ie, how much more likely would 3 six sided dice give a higher sum than 3 four sided dice?

I am playing at making my own table-top gaming system/rules and I wanted to have a better handle on how likely different dice combinations will give a higher result than one another. I know that a six ...
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2answers
80 views

How to find the probability mass function (PMF) of X and Expectation of X [closed]

Suppose that you have n switches (n > 1), and that the probability of any individual switch not working is p. You consider two strategies for testing the n switches: • Strategy A: Test each switch ...
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2answers
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What are some fast ways to generate random numbers?

Many programming languages come with a function to give random numbers. I wonder how they implement that. Also, assuming the language doesn't have a random function, is there a way to generate them ...
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22 views

Probability of n random numbers under a threshold

If we choose N random numbers between 0 and 1 (uniformly distributed), what is the probability that at least n will be under some threshold t? For example I want to know if I have a list of 1,000,000 ...
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1answer
11 views

A low-discrepancy or quasirandom series which would guarantee all value sequences

I am trying to find a type of quasi-random sequence which would guarantee that it could produce all possible sequences of values within the possible value range, while still producing random-seeming ...
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1answer
57 views

Mathematically what are random numbers?

One topic in mathematics and computer science that always confused me were random numbers. I tried searching for the exact meaning but it feels kind of abstract and incomplete. Mathematically random ...
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57 views

Conceptual Understanding of a Simple Random Process

I have a simple discrete time random process that with probability $0.5$ chooses a deterministic sequence so that $X(t) = -1$, for $t<1$ and $X(t) = +1$ for $t \geq 1$, similarly with probability ...
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1answer
19 views

Unranking pseudo-random values to produce uniform distribution over all permutations

Following this question (and answers) on SO. The problem is to find a method to produce an unranking of combinatorial objects in random order, but in such a way that all possible orderings are ...
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1answer
26 views

Series of random numbers on a continuous function

At one point, I read about a function used to generate random numbers that follow a continuous pattern. By this I mean random numbers that as a series is random, but in which items tend to be ...
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1answer
27 views

Random numbers within a range?

(Note: When I say "random" just assume I mean pseudo-random) I have heard that random numbers are generated using this method: $X_{n+1} = (a X_n + b)\, \textrm{mod}\, m$ Using the time as the seed. ...
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3answers
27 views

Creating random numbers matching mean and standard deviation

I know how to compute mean and standard deviation for a given probe. But how do I the opposite? Given is the wanted mean and standard deviation and I want to create the probes. In other words: What ...
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1answer
64 views

Cross Power Spectral Density from Individual Power Spectral Densities

Let $X$ and $Y$ be two zero-mean, wide-sense stationary random processes. The power spectral density of a process is the Fourier transform of the process's auto-correlation function. The cross power ...
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1answer
18 views

Calucluating probability of randomness of number in given range

Ok. Here's a question I just read in a book relating to combinatorics and probability. I'm not able to make head and tail about how I should approach it, so here goes: You have a device that ...
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2answers
44 views

Distribution of a random measure is determined by the characteristic function

I ham trying to understand a proof from a book I am reading. It says the proof follows directly from the prior theorem and I just can't see that. Let $X$ be a random measure on a locally finite, ...
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1answer
29 views

Function (algorithm) for obtaining random number(s) from dice

I'm afraid I don't speak maths very well. I hope this question is sufficiently comprehensible and mathematical. Suppose I have a perfect D$x$ (i.e. $x$-sided) die, and a pen and paper, and with these ...
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1answer
53 views

Monte Carlo gamma function

This question was asked before but I'd like to ask something more precise given the answer that was given. [ Estimate gamma function using monte carlo ] What is the criterion for a random point to ...
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1answer
54 views

Can you generate math problems that are solveable?

If you take Linear Programming, it problems are formulated like this: You know that Cabinet X costs 10 cents per unit, requires 6 square feet of floor space, and holds 8 cubic feet of files. ...
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0answers
6 views

Covariance of a random variable and its mean estimator

I was wondering if there is a common solution for the covariance of a random variable $x[n]$ (i.i.d) and its mean estimator $\hat{\theta}$. Mathematically, \begin{equation} \sigma^2 \left ( ...
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1answer
63 views

Solution for the Tall movie-watchers problem!

The question which I write is a changed format of what I have faced, in my project. I changed it to an attractive question and named it by "tall movie-watchers problem": Suppose that a small cinema ...
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22 views

Magnitudes of roots of random polynomials

I'm looking at the roots of random polynomials with integer coefficients, and constant term=leading term = 1. Using the Mathematica code ...
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1answer
72 views

Dividing gems by random permutation

A group of people have found a treasure of gems: $G=90$ green and $B=990000$ blue. They decided to divide it among them. Since there are more people then gems, they decide to order themselves in a ...
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1answer
35 views

Unexpected behavior with random numbers

I am trying to write a program dealing with random number generation, but I figured this would be the best forum to ask this. My program will, given each of the March Madness teams' probabilities of ...
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1answer
28 views

Random Shots and percentages behind it.

Just to be clear I am rather bad at math, however I am making a webservice and need to understand the math behind it in order to recreate it in javascript. So here goes.I am trying calculate the ...
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36 views

Covariance and correlation of summations of independent random variables

This is the problem: There are 2n − 1 independent random variables X1, 𝑋2, ... , 𝑋2𝑛−1. The expectation E(Xi) is μ for all i = 1,...,2n−1. The variance Var(Xi) is σ2 for all i = 1,...,2n−1. Let ...
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38 views

Question about noise term in SDEs

Do any properties/assumptions of SDEs prevent the noise term from being extremely large? Using a simple population growth model as an example, $\frac{dNt}{dt} = (r_{t} + W_{t})Nt , N0$ given, ...
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2answers
102 views

Does randomness exist? [closed]

I've been plagued with this question for a few years now and wanted to know what others think. Does true randomness really exist? In mathematics, a random process is based on the concept of random ...
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0answers
13 views

Generate list of random items without dublicates

I need to generate list of random int items without duplicates. for example: n = 6( 0, 5, 2, 3, 1, 4). I write simple algorithm based on ...
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Lyapunov exponents of dual / adjoint / transpose random dynamical system (RDS)

Consider the the state of a system at time $n$, $X_n$, as the action of a product of i.i.d. $d\times d$ random matrices acting on a $d$ dimensional vector $X_0$, so we have $$X_n = A_n \cdots ...
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1answer
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Are there any Martin-Löf random reals that are computable?

For example, Chaitin's constant is both Martin-Löf random and uncomputable. Are there any examples of numbers that are Martin-Löf random but computable?
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Fourier transform of a real white noise on a 3D cubic lattice

I'm facing the following problem: I have a cubic domain of side $L=2\pi$; this domain is divided in a cubic grid, each side is divided in $N$ points, where $N$ is an even integer number. the ...
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0answers
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Sum of random numbers and e constant [duplicate]

I recently came across this interesting fact: Take some (pseudo)random numbers between 0 and 1. Now sum this and count how many you need in order for their sum to be greater than 1. If you repeat ...
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1answer
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What is the average minimum distance between two Sobol points?

Having the first n points of a d-dimensional Sobol sequence, what is the average Euclidean distance from one arbitrarily point to its nearest neighbour?
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1answer
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Covariance of random variable as a function of distribution of noise

Consider the following stochastic difference equation \begin{equation} x(t+1) = x(t) + \nu(t+1) \end{equation} where, $x(t)\in\mathrm{R}$ be one dimensional and $\nu(t)$ be the disturbance with an ...
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2answers
117 views

Random directions on hemisphere oriented by an arbitrary vector

Hy, i'm writing a raytracer, and for that I need to generate n random vectors that are inside an hemisphere oriented by the surface normal. Ideally, I would also like being able to restrict the rays ...
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Chi squared uniformity test for randomness

I'm evaluating some pseudorandom binary sequences, and I have a doubt. To begin with my reasoning was, let's apply a double tailed test to the chi squared statistic, because since I'm looking to see ...
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2answers
59 views

Probabilities seem to be growing exponentially

We have instituted random drug testing at our company. I was charged with writing the code to generate the weekly random list of employees. We've gotten some complaints because of people getting ...
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0answers
27 views

Method or Algorithm to produce near-accurate probability selection

Are there any known algorithms or methods to accurately identify, using random occurrences, the most probable next occurrence(s) as a pre-determined length of number set, by providing an already ...
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3answers
105 views

Uniformly Random Tuples

Consider a multiset of natural numbers. As an example take $$ M = \{1, 2, 2, 3, 3, 3\} $$ If we treat copies of the same number as indistinguishable, there are 8 distinct 2-tuples we can form from ...
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How to perform sampling using O(log n) random bits per sample irrespective of the values of pi?

I am not able to find a sampling for the following problem. "Consider a problem of using a source of unbiased random bits to generate samples from the set S = {0,1,...,n-1} such that the element 'i' ...
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1answer
13 views

hypergeometric distribution and random sampling

Is there any simple and fast algorithm (to be implemented in Javascript) to obtain a sample from the hypergeometric distribution? My needed sample size is very large (100,000,000).
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25 views

Expectation of a convolution between a WSS random process and an LTI system

Let $X(t)$ be a wide sense stationary random process―i.e., its expectation is a constant and its autocorrelaton function is a function only of time differences―and let $Y(t) = X(t) * h(t)$ where ...
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Design a statistical test for random number generator?

Design a statistical test for random number generators, based on the following result. Then apply the test to any generator you want and explain the results. A coin is flipped consecutively until ...
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870 views

How can one create random numbers with special correlations?

Is it possible to create uniformly distributed real pseudo random numbers $x_1,x_2$, and $y_1,y_2,y_3\in$ $[0,1]$, subject to the following constraints: $$x_1^2+x_2^2=1$$ $$y_1^2+y_2^2+y_3^2=1$$ I ...
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spectral norm of a sparse Gaussian matrix

Suppose $G$ is an $m \times n$ matrix such that each entry of $G$ is a standard normal variable. We know that the spectral norm of $G$ scales as $\sqrt(m) + \sqrt(n)$. Now, given a set of indices $S$ ...
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1answer
45 views

Given a list of integers between $0$ and $99$, create a function that will fit all the integers in the list.

Okay, so my friend LOVES to play the lottery. He makes bets often with bookies on the last $2$ digits, getting $90:1$ on his money, a losing bet. He looks up 'systems' on social media on how to ...