Tagged Questions
2
votes
1answer
20 views
Fast generation of Pareto-distributed randoms.
I'm developing a library of routines for generating random numbers for simulations (it's on GitHub). I've included fast routines for normally distributed and exponentially distributed randoms, using ...
0
votes
1answer
60 views
Simple random sample without replacement
I have a data file from which I wish to create a uniformly distributed simple random sample, without replacement. Will the following algorithm give me an unbiased result?
...
1
vote
1answer
49 views
Algorithm to generate a random sequence.
Let $f(n):\mathbb N \to\mathbb N$, be a function randomly gives a integer from $0$ to $n-1$. How can I generate a random sequence of integer with $n$ element which contain every integer from $0$ to ...
1
vote
1answer
39 views
Finding a distribution for random number generation
I am writing a program for solving the shortest path in travelling salesman problem, with a twist that there are multiple salesmen who partition the cities among themselves, thus creating two part ...
1
vote
1answer
147 views
What are the differences between the random walk and the gaussian random walk?
I know the random walk mobility model, but I can not understand what are the differences with respect to gaussian random walk.
In other words, I know how to implement the two-dimensional random walk: ...
1
vote
0answers
85 views
Efficient generation of a von Mises-Fisher distribution
The von Mises-Fisher distribution is a probability distribution on the ($p-1$)-sphere.
I'm interested in the efficient generation of this distribution for a relatively high dimension ($1000$ or ...
4
votes
1answer
160 views
Pseudo random number generator: Why not to use “too many” random variables in one application
I found statement in an article "Good Practice in ( Pseudo ) Random Number Generation for Bioinformatics Applications" that you should not use too many random variables in a single simulation. Authors ...
0
votes
1answer
290 views
Uniform Random Quaternion In a restricted angle range
I'm trying to sample uniform random rotations. I'd like the rotations to be restricted in a range [-θ,θ]. I found a method by K. Shoemake which can be summarized as:
...
2
votes
2answers
53 views
Does re-ordering a shuffled pile while drawing from it affect the randomness of the draw?
In the game "Settlers of Catan", there is a stack of fourteen tiles, four of which are "water", two "gold", and the other eight an arbitrary mixture of "sheep", "wheat", "ore", "brick", and "lumber".
...
1
vote
4answers
220 views
Get `n` random values between 2 numbers having average `x`
I want to get n random numbers(e.g n=16)(whole numbers) between 1 to 5(including both) so that average is x.
x can be any value between (1, 1.5, 2, 2.5, 3, 3.5, 4, ...
1
vote
1answer
69 views
Finding a subsequence (of a very long sequence) which does not sum to an even number
[Edited. I've revised to problem to focus on the special case of the integers modulo 2.]
You are given a function f from binary strings x ∈ {0,1}n to the integers, or (without loss of ...
5
votes
1answer
309 views
Generating geometrically-distributed variates over an interval given endpoints and expected value
I want to generate random variates from a truncated geometric distribution over the interval $[0, n)$ with specified expected value, $0 \le E < n$. The obvious way to do this seems to be to sample ...
1
vote
1answer
94 views
Period of least significant bits of linear congruential random number generator
On a practice exam for a course on stochastic simulations I encountered the following question:
Show that the least significant $n$ bits must repeat with a period $2^n$
for a congruential random ...
3
votes
0answers
162 views
Simulation and Stochastic Processes
Supposing we want to take a sample from the distribution $p(x)=cp^*(x)$
where $c$ is the normalization constant and $p^*(x)$ is given by
$$p^*(x)=0.5\exp(-(x-\mu_1)^2)+0.5\exp(-(x-\mu_2)^2).$$
...
0
votes
1answer
148 views
Algorithms and Simulation
Supposing we want to take a sample from a $N(0,1)$ distribution and i can take a sample from a $N(0,σ^2)$.
(a) Construct a disposal/rejection algorithm with function $N(0,σ^2)$, which generates a ...
0
votes
1answer
112 views
Generating a random Eisenstein integer matrix whose inverse has Eisenstein integer entries
Thanks to a question I previously asked, I realized that a Gaussian integer matrix should have a determinant of $\pm 1$ or $\pm i$ for it to have an Gaussian integer inverse. From that, I gather that ...
1
vote
2answers
102 views
terrain generation help
I'm trying to make a 3D terrain generator. In doing so, I decided that I would use basic rectangles and then just turn them by having 4 points, 1 on each side, then turn the rectangle to fit in those ...
5
votes
1answer
548 views
2
votes
1answer
108 views
Uniform PRNG for long integer structures
Good morning!
I don't actually know where to attribute this question (maybe it's better to publish it on StackOverflow), but it's more related to math theory than to actual realization.
Since the ...
5
votes
1answer
232 views
How is a Halton sequence related to a Latin hypercube?
I currently use a Halton sequence to choose parameter sets for a prognostic model (e.g. using metabolic rate and protein content parameters to predict growth rate).
From my understanding, both a ...
0
votes
1answer
365 views
Consequences of choice of a seed for random number generating algorithm?
Background
I am trying to do a reproducible scientific analysis. My conclusions are not dependent on the random number generator, but the RNG does change the results ~1% between runs. I would like to ...
2
votes
3answers
171 views
Expected time of tree search algorithm on random input
We have a perfect binary tree on 2^k-1 nodes. Every node in the tree is marked with probability 1/2, and a node is either marked or unmarked. We want to find a marked node and return it. Our algorithm ...
