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

learn more… | top users | synonyms

0
votes
1answer
116 views

Power spectral density of a stationary random process

The stationary random process X(t) has a power spectral density denoted by Sx(f). a. What is the psd of Y(t) = X(t) - X(t-T)? b. What is the psd of Z(t) = X'(t) - X(t)? What should the approach ...
0
votes
1answer
33 views

Random sample and probability

A random sample of 325 new toothbrushes showed that 14 were defective. What is the estimate of the probability that a new toothbrush is not defective? Either a toothbrush is defective or not. What is ...
122
votes
24answers
10k views

Can a coin with an unknown bias be treated as fair?

This morning, I wanted to flip a coin to make a decision but no coins were in reach. There was however an SD card on my desk: Given that I don't know the bias of this SD card, would flipping it be ...
1
vote
0answers
68 views

Generate correlated random numbers precisely

Let's assume I want to generate k samples of n random numbers, that are correlated according to a given correlation matrix C (e.g. $n = 3$): ...
0
votes
0answers
21 views

Probability in a weighted Random

This is actually a question that came up whilst programming, but i figured this is more a question for the mathematicans: in a database have a set of roughly 500 entries. now i want to get 10 random ...
2
votes
0answers
22 views

testing hardware random number generators? [closed]

1)I would like to know how to test hardware random number generators. 2)What techniques ,tools or tricks to solve the problem ? 3)Any practical difficulties, implementation complexities etc
1
vote
1answer
40 views

Can 3 random variables have pairwise correlation -1?

Can 3 random variables X, Y, Z have pairwise correlation -1? This seems to be easy question, but I just got confused over this.
0
votes
0answers
22 views

Diameter of graph formed by pairwise intersections of random chords in a circle

Given n random chords in the circle (a random chord is chosen by specifying both endpoints uniformly randomly from the circumference), form a graph G on n nodes such that an edge exists between i and ...
0
votes
1answer
76 views

Sample uniform direction within cone

My question is pretty much the same as this question below, however I came up with a potential solution to this problem that I didn't see an answer to in the other question and I was wondering if it ...
0
votes
1answer
43 views

Given the distribution of a random variable $R$, who do you get a uniform random variable $U$?

Let us say you have a random variable $R$. How would one generate a uniform random variable $U$, with the maximum possible entropy (or infinite entropy, if $R$ has such)? (For simplicity, you may ...
0
votes
1answer
258 views

sum of independent Rayleigh random variables [closed]

How do I find the probability density distribution (pdf) of the sum of independent Rayleigh random variables (whose probability density functions are known)? where is the reference? Could anybody ...
0
votes
1answer
25 views

Density on the square, expected value

Let $f: [0,1]^2 \rightarrow \Bbb R^{+}$ a density function on the square. I suppose that the random variable $X=(X_1,X_2)$ has the density f with respect to the lebesgue measure. I denote ...
0
votes
1answer
33 views

Moments of Geometric Random Variable

Let $X$ be a geometric random variable i.e. it represents the number of consecutive failures before you get the first success where the success probability is $\rho$. We know $E[X] = 1/\rho$ and ...
0
votes
0answers
26 views

Understanding graph obtained from Monte-Carlo simulations

I am running a Monte Carlo Simulation where I sample from about 65 Normal Distributions. I also keep track of the probability associated with each sample by approximating a thin area in the Normal ...
0
votes
1answer
53 views

Measuring degrees of randomness

Imagine, for simplicity's sake, that we have a set of numbers, each equal to either 0 or 1. Let's call each a bit. Rationally, if the set is completely random, and reasonably large, the probability ...
5
votes
1answer
187 views

Asymptotics of sum of binomial distributions

Definition 1: For any random variable $X$, we define $\mathrm{Bin}(p,X)$ as a variable with binomial distribution having parameters $p$ and $X$. Definition 2: For all $i \in \mathbb{N}$, define ...
1
vote
2answers
41 views

How to create a random number generator that is completely random.

I'm trying to write an autonomous music composition program that makes use of many random number generators in order to make seemingly random melodies but I have no clue how to formulate a rigorous ...
1
vote
1answer
38 views

How to Create a Plane Inside A Cube

I have a $e \times e \times e$ cube and I want to create random planes with equation $ax + by + cz + d = 0$ inside this cube. I will put random points on those randomly created planes as well. Here ...
0
votes
2answers
49 views

Consider throwing two six-sided dice.

Let X be the sum of the two values and let Y be the product of the two values. What is the value of P(Y = i) for i = 1,2,3...36. I am having trouble approaching this problem. We are learning about ...
1
vote
1answer
101 views

Solution of equation of binomial random variables

Is it possible to find the probability distribution of the random variable $X$ that solves the following equation? $$ X = Bin(X, p) + Bin(X, 1-p), $$ where $Bin(X,p)$ is a random variable distributed ...
13
votes
2answers
209 views

$e$ popping up in topic I'm unfamiliar with

I programmed up a little algorithm that goes like this: Fix two positive, real numbers, call them $\alpha$ and $\beta$. Generate a new, random, real number, $x \in [0,1]$ Set $\alpha$ = ...
0
votes
1answer
47 views

Probability of occurrence after Latin Hypercube sampling and then random sampling

I am using Latin Hypercube sampling to obtain numbers from a Normally Distributed set of data, so that I get a uniform spread of numbers across the Normal Distribution. I then select a number at ...
0
votes
1answer
19 views

Probability of numbers within a Latin Hypercube

What is the probability of occurrence of numbers in a Latin Hypercube? If I have a 1 dimensional Latin Hypercube of 1000 numbers would the probability of each number just be 1/1000? Essentially, I am ...
0
votes
1answer
76 views

Generating Different types of Matrices in Matlab

I am working on a project for a numerical methods class comparing two iterative methods for solving $Ax=b$, and I was wondering what type of functions Matlab has for generating arbitrarily large ...
2
votes
0answers
59 views

Random walk with $\sum_{n=1}^{\infty} \frac{1}{n} \mathbb{P}\{ S_n > 0 \} < \infty$

Consider a random walk started at $S_0=0$, denoted $S_n = \sum_{k=1}^{n}X_k$, where $X_1$, $X_2$... are the i.i.d increments. If we have $\sum_{n=1}^{\infty} \frac{1}{n} \mathbb{P}\{ S_n > 0 \} ...
1
vote
1answer
43 views

Probability of random variable in Normal Distribution

I've been talking to my lecturer about choosing random values from a Normal Distribution and he says the following: "Roughly 68% of expected values $ \in (\mu-\sigma,\mu + \sigma)$ does not imply ...
1
vote
1answer
36 views

Randomized algorithm to determine if a polynomial over $\mathbb{Z}/p$ is irreducible

Is there an efficient (possibly randomized) algorithm to determine if a given polynomial $p(x) \in \mathbb{Z}/p\mathbb{Z}[n]$ is irreducible?
1
vote
0answers
45 views

determining the next random number pseudorandom number generator?

I have given 3 numbers let's say basic example x_0=5, x_1=6 and x_2=2 and modulus p is 7, ...
1
vote
0answers
35 views

Random operators [duplicate]

Let $(\Omega, \mathcal F,P)$ be a probability spaces and $H$ be a Hilbert space. By a random operator $A$ from $H$ to $H$ we mean a linear continuous mapping from $H$ into the Frechet space $L_0^H ...
1
vote
1answer
40 views

Algorithms for non-random but equidistributed ways to fill up a Cartesian plane

In pages 90-91 of this book the authors talk about uniform, but not necessarily normally distributed random ways to fill up a Cartesian grid. For example, in the attached images. These are the ...
0
votes
1answer
56 views

Random walk in nXn grid. probability reaching top row

A woman walks randomly on a nxn grid starting at the point (1,1) (the lower left corner). Each minute the women moves either to the right or up (so (a,b)-> (a+1,b) or (a,b)->(a,b+1). Her walk ends ...
2
votes
1answer
52 views

Probability question (grid)

Say I have a grid of 10x7. Every square of that grid is empty. Then, 20 squares, chosen at random, are filled (a square can only be filled once, so no duplicates allowed). What is the probability of ...
2
votes
3answers
100 views

Probability of collecting all 5 different items at random with different weights

There are 5 different items in a set, each with a weighted chance of being rolled randomly [A-E]. The weights add up to 100%. $$A=5\%, B=10\%, C=15\%, D=30\%, E=40\%$$ You get 1 item every roll no ...
2
votes
0answers
59 views

Random pair generation?

Suppose there are 6000 people, there will be a combination of $$\binom{6000}{2}$$ ways for 2 people to be chosen out. Now the task is to randomly choose 5000 pairs of people in the total 6000 ...
0
votes
1answer
96 views

Generating Random Serialnumber with least similarity

I want to generate 16-digits hexadecimal serial-number like: F204-8BE2-17A2-CFF3. (This pattern give me 16^16 distinct serial-number But I don't need all of them as I describe below) I need an idea ...
0
votes
1answer
65 views

What is a pdf of Gaussian noise convoluted with a sine wave?

I realize that it is relatively easy to compute the variance of an AWGN convoluted with a sine-wave through auto-correlation function. My question is how do I find the pdf if I know the variance and ...
-1
votes
1answer
103 views

random number usage in filling 2d array

Below is a small program which has 2-3 Math concepts involved we have 2d array of $i$ width and $j$ height, idea of this program is to fill ...
1
vote
2answers
19 views

Show that $Cov(X,Y) \geq -23$

if $X,Y$ are two random variables and: $Var(X) = Var( Y) = 23$ how can i show that $Cov(X,Y)\geq -23$ can someone give me some hints on how to show it?(not an answer) i know that $Cov(X,Y) = E(XY) ...
1
vote
2answers
57 views

the maximum of two random variable

The maximum of two random varibles $X$ and $Y$ is: $$Z=\max\{X,Y\}= \begin{cases} X & \text{if } X \geq Y \\ Y & \text{if } Y \geq X \end{cases}$$ I don't understand. So if I roll two dice, ...
3
votes
0answers
36 views

Can I solve this probabilistic problem or do I need more data?

This problem happened to me almost 3 years ago and I just discovered this site by luck, so I want some help to know if this problem is solvable (if so, I would like to know how to solve it as well as ...
0
votes
0answers
15 views

Singular value of random matrix after linear transformation

Let $A$ a $n \times n$ random matrix with i.i.d $N(0,\sigma^2/n)$ entries. Let $H$ an invertible matrix, and denote $\sigma_H$ the largest singular value of $HAH^{-1}$. My question is : in the large ...
2
votes
2answers
220 views

Why do people say that prime numbers are “random”? [closed]

Compared to most of the people who frequent this place I suppose I am not very smart, but I do have a solid basic and somewhat intuitive understanding of mathematics. Now prime numbers have always ...
1
vote
1answer
42 views

Algorithm to generate normal matrices at random

I would like to generate normal matrices by an, say python, algorithm, that produces normal matrices distributed evenly in the limit of large n. I would not like to be restricted to Hermitian matrices ...
0
votes
2answers
50 views

Distribute a population size based on fractions using random number generator drand48()

I have a population size of say 5000 people. Every person belongs to either A, B, C or D category. I want to split the population as per a given fraction provided by user. for example, 99% of A, 0.4% ...
0
votes
1answer
21 views

Looking for a random statistical biaised function

A common random function is designed like a dice, if you call it many times it will yield approximately the same number of times 1, 2, 3, 4, 5 and 6. Statistically, you could say it's equally spread ...
0
votes
0answers
64 views

Derive c.d.f and p.d.f of a random variable which is defined as function of two random variable

Let $x_1$ and $x_2$ are independent random variable with p.d.f $f(x_1)$ and $f(x_2)$. How to derive c.d.f and p.d.f of random variable $y$, which $y = \frac{x_1 x_2}{ax_1 x_2 + bx_1 + cx_2 + d}$ ...
0
votes
1answer
62 views

2 dimensional random walk - hit of targets

Consider a random walk in $\mathbb{Z}^2$, $x(j) = x(j-1) + \xi_j$, where the increments are random variables independent and identically distributed with finite support, the expectation $m := ...
0
votes
2answers
48 views

Finding derivative of this integral function.

I need help on finding the derivative of this: $$g(x) = \int_1^{x^2} (x-t)\sin^2(t)dt$$ I thought about taking out x and having it as a constant but how?
0
votes
0answers
29 views

Spatial randomness of 2-tuples

Lets consider a sequence of 2-tuples $\{(x_i, y_i)\}_{i=1}^n$ in a bounded 2D space. My goal is to investigate the random distribution of these 2-tuples. Can I deduce the spatial randomness of ...
0
votes
0answers
18 views

How to generate normally distributed random numbers? [duplicate]

Is there any function that can generate normally distributed random numbers?