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

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2answers
60 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 ...
0
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0answers
28 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 ...
8
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3answers
109 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 ...
1
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0answers
28 views

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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0answers
27 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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0answers
17 views

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 ...
8
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3answers
872 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 ...
2
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0answers
13 views

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 $S$ ...
0
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1answer
46 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 ...
0
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1answer
23 views

Multiple rolls of a one hundreded sided dice

Let's side I have a one hundred sided dice and a friend picks 8 random numbers from the dice. I understand that if I roll the dice one time, he has an 8% chance of getting the roll correct. My ...
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1answer
26 views

is it possible to implement random(0,1,..,m) with finite calls to random(0,1)? [closed]

that is, is there a function $f$ that $Y=f(m,X_1,X_2,...,X_{n(m)})$ where $X_i\sim B(1,\frac{1}{2})$ and $Y\sim U\{0,m\}$? e.g. when $m=2^k-1$,$n(m)=k$ and ...
2
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1answer
18 views

Random allocation of groups of objects to agents

I have a poorly specified random allocation problem, which I need help in trying to tighten the definition and consider an effective algorithm. I have groups of objects, each group containing at ...
0
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0answers
15 views

K-Uniformity of Infinite Sequence

A book on random number generators refers to the subject of infinite-uniform infinite sequences as being "random." I was wondering if anyone could shed light on the definition of K-Uniform Infinite ...
1
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2answers
106 views

Probability that an individual cheated and knows a random sequence.

Bob writes down a sequence of coin flips on a piece of paper and hides it away. He uses a coin flip to determine if he uses a 1 or a 0. Alice tries to guess the random sequence and may have looked at ...
0
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2answers
26 views

Deriving probability densitys

How does one derive probability densitys involving fractions? For example, let $X^2$ and $Y^2$ be exponentially distributed random variables with parameter $\lambda = 1$. Determine the PDF for $Z = ...
0
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0answers
29 views

Deterministic seeded shuffle

How can I find an injective function $f$ so that mapping that function over each element of the ordered sequence $[1\cdots{n}]$, yields a deterministic shuffle (random permutation) that is "good" ...
0
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1answer
36 views

What's duplication probability of the next discrete random number?

If I already have n random numbers(between 0-100), what's the duplication probability when I random next number? This is a chart represent probability(0-100%) of this question when n is between ...
1
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4answers
81 views

What would be the maximum number of guesses for a random number between 1 and 9?

How many guesses could someone get wrong if they were trying to guess a number between 1 and 9, with the integer always changing with each attempt? For example: If a random number generator had ...
2
votes
1answer
52 views

What is a thorough method to manually generate a random number between 1 and 100?

The other day, I got an idea. I would like to generate a random number between 1 and 100 , however by hand. And only using simple tools like a desk clock and pen and paper. What might be a way to do ...
0
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1answer
19 views

Blum Blum Shub pseudorandom numbers - clarification on prerequisites

By reading on Wikipedia, they say the following (these is also supported by the following work: http://www.daimi.au.dk/~mg/mamian/random-bits.pdf) The seed x0 should be an integer that is co-prime to ...
1
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0answers
56 views

How can non-binary data be tested for distinguishability from random?

Given a large string of Base-N digits (in other words, not necessarily binary), is there software or an algorithm that can output whether the data is reasonably pseudorandom or reveals a pattern? In ...
16
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1answer
269 views

Flaw or not flaw in Excel's RNG?

I have a question about my understanding of an article of B.D. McCullough (2008) about Excel's implementation of the Wichmann-Hill random number generator (1982). First, a bit of context The ...
0
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0answers
37 views

Random Matrix Theory Noise

Hello and Merry (past) Christmas! I am new to random matrix theory, was reading an article about how to improve a correlation matrix (for portfolio optimization). And everywhere i see this "noise ...
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0answers
45 views

What is the chances of a duplicate in this equation [duplicate]

I'm not very good at math; However I have a scenario where I'm trying to find the chance of duplicate for randomly generated data. In a nuttshell I have a "bag" with 62 different items, lets say a ...
5
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1answer
67 views

Choosing primes uniformly at random

I'm interested in efficient methods of generating prime numbers in a given range [a, b] (or with a given number of bits/digits, etc.). By "efficient" I mean minimizing time, randomness, and perhaps ...
1
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1answer
67 views

Proofs involving positive real numbers

I have two questions related to positive real numbers: If a and b are two vectors of positive random integers (no specific statistical distribution) and size N by 1 , we want to prove that the inner ...
1
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1answer
55 views

Randomness of a linear congruential genarator in jumbling values of an array

I am working on a school project and it requires a simple pseudo-random number generating algorithm. I thought of using a linear congruential generator for this purpose. This came to my mind as it ...
0
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0answers
34 views

Probability distribution of the upper limit of an RNG given finite set of results

Suppose an unweighted random number generator outputs a random integer in the range $[0,u]$, and suppose I generate $n$ numbers and store the maximum number generated, $m$. Given only $m$ and $n$, can ...
1
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1answer
40 views

Can you select random entry from unknown number of entries?

Imagine you've got entries coming in, without knowing when they end (how many will follow from now on). You're supposed to pick random one and be fair. You can't save the entries that passed but you ...
1
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1answer
17 views

Application of Borel-Cantelli for sequence of two parameters

Let $(A_{m,\ell})_{\ell \geq 0, m \geq 0}$ be a sequence of events in some probability space. How to show by using Borel Cantelli that, if $$\sum_{\ell \geq 0, m \geq 0} P(A_{m,\ell}) < \infty,$$ ...
0
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2answers
60 views

Expected Value Of a Random Variable X

Consider an experiment that is successful with probability $0.8$. We repeat this experiment (independently) until it is successful for the first time. The first $5$ times we do the experiment, we ...
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0answers
27 views

How to find the right way to pick a random selection

I love the website AnyDice (http://anydice.com). When I needed to make a dice game, it saved me hours of coding and testing. Now, I need something similar, but not for dice. I'm trying to do a ...
1
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4answers
145 views

Expected value of a run of a random bitstring

A maximal run of ones in a bitstring is a maximal consecutive substring of ones. For example, the bitstring $1000111110100111$ has four maximal runs of ones: $1, 11111, 1,$ and $111$. ...
0
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0answers
35 views

How to generate random numbers when given the value of a probability density function?

When given a set of values deriving from a probability density function f, like this {f(X1),f(X2)... f(Xn)} But we don't know the exactly form of f.Is it possible to project it to a closest ...
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0answers
37 views

Mean time for the renewal process

The system is as below. The energy arrival process is $Y_{k}$ with a constant rate of $\rho$. Node has files of size exponential(λ) to be transmitted with fixed rate of transmission $r$. Hence the ...
1
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1answer
34 views

Probability and combining random variables

Adrian cycles to school with a mean time of 20 minutes and a standard deviation of 5 minutes. Pamela walks to school with a mean time of 30 minutes and a standard deviation of 2 minutes. They each ...
7
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1answer
121 views

Arithmetic background of this RNG code

I am trying to figure out the mathematical background of the random number generation of an old video game. It does iterations where it updates a 33-bit state consisting of the variables z (32-bit) ...
1
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0answers
27 views

Is there a such thing as a quasi-random shuffle?

I've recently experimented with Quasi-random numbers in monte-carlo applications. Is there a way to construct a quasi-random shuffle? By that I mean can I take a sequence $Q$ and shuffle it to produce ...
1
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0answers
13 views

Even dirstibution of a small set of random choices into a small set of buckets

Is there a way to evenly distribute randomly selected small set of items from a relatively larger set into to a small number of buckets using a hash function? For ex: Randomly select 20 numbers from ...
0
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1answer
38 views

relationship between two normally distributed variables

Say I have two normally distributed independent random variables (X1 and X2) with the same variance but different means. How would I calculate P(X1 > X2)?
0
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1answer
32 views

Select K numbers from N numbers fairly

I want to fairly select K numbers out of an array of N number. I know that this problem can be solved using Reservoir Sampling but I want to know if this approach is correct too? ...
0
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0answers
11 views

Stochastic Process with mean reverting property

Here I am seeking for a definition of what kind of stochastic processes are called mean reverting stochastic process. That is, what are the properties that a stochastic process should obey in order to ...
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0answers
26 views

What is the deciability of randomness?

Let f(n) be a function that returns 1 iff n consecutive ...
3
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0answers
45 views

Random Sampling of vectors on the Complex Unit Sphere

This is my first post in these forums. Working in Mathematica, I would like to generate a large number (10000) of randomly sampled vectors on the complex unit sphere in n dimensions. I am not ...
0
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0answers
19 views

Randomness of a Sample

While studying about Sampling I went through a question in Data Collection. QUESTION Suppose your population is numbered 000 to 299. Use the random digit sheet by taking consecutive three digits. ...
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2answers
73 views

Picking 3 random books probability problem

So the question is: Suppose a bookcase holds 6 chemistry, 5 math, 3 physics, and 8 computer science texts. if 3 books are selected, find the probability that none of the math texts are selected. My ...
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1answer
32 views

Iterated uniform random variables

Define a sequence of r.v.'s {$X_n$}$_{n\ge 1}$ iteratively, such that $X_1\sim\text{Unif}(0,1]$ and $X_{n+1}\sim\text{Unif}(0,X_n]$. Could someone please explain why this is equivalent to: Let a ...
3
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3answers
112 views

What is the probability of getting the exact number of expected digits ($0-9$) in $10^6$ digits of $\pi$?

I noticed that at $1$ million digits of $\pi$, none of the digits has the "perfect" expected $100{,}000$ occurrences. My question is what is the probability (if the digits are truly random) of at ...
0
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1answer
224 views

Random digits of $\pi$ seem somewhat predictable! Why is this not generally believed? [closed]

I decided to test my theory that I can guess the next digit of $\pi$ with greater than $10$% ($1$ out of $10$) confidence based alone on knowledge of previous digits. I just used a simple spreadsheet ...