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

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1answer
66 views

Probability that number begins with one

I have three very similar algorithms generating very different results. In all of them I'm calculating distribution of first number of random number. First algorithm Here I'm generating random ...
0
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1answer
34 views

Generation of “random” multilinear polynomials for testing non-negativity algorithm

Multilinear polynomial is a multivariate polynomial where the exponent is zero or one. My instructor suggests to test my non-negativity algorithm with ...
1
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1answer
82 views

Plotting psuedorandom jagged parallel lines

I'm very interested in the morphogenic freehand drawings of John Franzen. I am looking to develop an algorithm which can draw lines such as these with some "entropy". That is, somewhat jagged or ...
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2answers
53 views

How to proof the randomness of a number sequence?

I've got a sequence of numbers generator by a "random number generator". Is there a way or a method to proof the randomness of the generator? How would I even compare randomness of generators? Or ...
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2answers
48 views

What is the statistical difference (if any) between these two methods of generating an n-digit random number?

To preface, this question is coming from a software developer so it's written from that perspective. If I need to generate a random number with $n$ digits, I could do it in one of two ways. a. Ask a ...
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0answers
19 views

Good notation for many random points approximating an area.

I'm trying to say that as the number of random coordinate points points you plot approaches infinity, it is equivalent to an area integral where each point is an infinitesimally small $\mathrm{d}x ...
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2answers
58 views

Exercise from probability

In normal deck of cards each of the cards have some rank (2 have rank 2, 3 have rank 3, ... , J have rank 11, Q have rank 12, K have rank 13 and A have rank 14). 3 cards are drawn. We have the random ...
1
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1answer
60 views

Generating Auto-Correlated Random Numbers with finite correlation length

How can I generate a lot of (for example N=20000 or more) auto-correlated random numbers {x_n, n=1,2,...,N} with uniform or normal probability distribution and finite correlation length (Here eq. ...
1
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1answer
52 views

How many iterations does it take to cover a range with random values?

Let's say I have a random number generator that generates integers uniformly from 0 to n-1 (where n is some positive integer). What is the expected number of iterations after which all the values ...
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0answers
37 views

explicit random cake cutting

I like to split a given interval, let's say $[0,1]$, randomly to a given number $n$ parts. A random input may be provided, like for example a sequence of random numbers $\omega=(r1, r2, ...
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1answer
39 views

Multiple independent random number streams

This question is somehow related to this one. Having multiple streams of pseudo-random numbers known to be independent and with a uniform distribution I want to do Monte Carlo simulations in ...
2
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0answers
71 views

How to construct a uniform joint distribution

I have a question that is critical to my work, but I am not sure if it is any possible. Assume that you have two uniform random variables X and Y. The product distribution of Z=XY is not a uniform. ...
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0answers
37 views

choose a list of words such that have equal letter frequency

I have a big list meaning full Words. surely letter frequency of this word list is different for each letter. Now my problem is to find a way to randomly select words from this word list to a new ...
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1answer
97 views

Generating a uniformly distributed set of numbers with negatives?

I have a number generator that can generate numbers between 0 and 1. I want to somehow use this generate a set of $N$ numbers that add up to $1$, and include negative numbers. These numbers must be ...
2
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1answer
52 views

Independent sequences

Let $\{x_i\}_{i = 1, ...,n}$ , $\{y_i\}_{i = 1, ...,n}$ be sequences generated by a pseudo-random number generator using different seed keys, for example $ x_0$ and $y_0$. Are $\{x_i\}$ and $\{y_i\}$ ...
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0answers
26 views

Reservoir sampling - understanding probabilites

I am reading about reservoir sampling(method for selecting random sample out of some data), but cannot understand a few things about probability I came across. The article at blog, says that if I'm ...
1
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1answer
33 views

linear dependncy of a random vector with respect to a reduced row echelon form in a finite field

Given a matrix with elements from a finite field $\mathbb{F}_q$, $A\in\mathbb{F}_q^{N\times M}$, where $q$ is the size of the field, $N<M$. Suppose that $A$ in the reduced row echelon form. ...
0
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0answers
33 views

Chaoticity and randomness in a time series

Suppose we have a time series : $X=\{X_t,t\in T\}$. How can we check if the data $X_t$ are random or they are the result of some chaotic behaviour of a nonlinear dynamical system? Is there some test ...
2
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0answers
69 views

Packing a larger sphere with smaller spheres in high dimensions

We were discussing today the probability of leaving a point uncovered while trying to fill a larger sphere by randomly throwing in smaller spheres. Here's the argument: We are working in ...
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4answers
113 views

What is an example for an algorithm which makes use the power of randomness?

Can someone give a (most simple) example for an algorithm on a machine, which has access to random numbers, and which is faster than any other known algorithm for the same task? My actual motivation ...
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2answers
80 views

Find the probability of two random real numbers $x$ and $y$ between $0$ and $2$, where $\min(x,y) < 2/3$

Here is a picture of what I did so far. http://sdrv.ms/HhxIvu I got a result of $\frac59$, because the total area is $4$, and I'm subtracting the square with side of $\frac43$. Can anyone confirm ...
0
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1answer
83 views

create random random whose sum is constant

Given N numbers. How can I decompose each element x in N into random values r1,r2,..rk (k can be a variable) such that the their sum is equal to x. What can we do if the rs are integers or irrationals ...
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1answer
99 views

Searching for random items in a set of lists

This is a programming question, but I'm interested in the math behind it so I think it's better asked here. Say I have a list of items and I'm looking for one item in the list that satisfies a ...
2
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0answers
139 views

Finding functions where the increase over a random interval is Poisson distributed

I'm trying to construct a type of function $f(t_1, t_2)$ that counts the number of deterministically simulated Poisson events between two points in time. We can use a single valued function ...
3
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1answer
314 views

Triangle Point Picking in 3D

To take random uniform points inside a triangle Triangle Point Picking method is used. But this is for 2D points, how can I take random points from a triangle that is defined by 3 arbitrary 3D points? ...
0
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1answer
51 views

Given a Sum, How to Randomly Generate Variables

I have five variables: A=2 B=3 C=4 D=5 E=6 I want to create a random array of these variables so that their sum equals a given number X. Example if X=21, a ...
2
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0answers
105 views

How to generate a random matrix which have given singular values?

I know one method: generate a random matrix, apply SVD decomposition, modify singular values, and then multiply those matrices back together. However, I'm wondering how random this method is. Since ...
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1answer
232 views

number of steps a random walk in a line on the nonnegative integers

let $T_n$ denote the number of steps a linear random walk on the nonnegative integers takes before reaching the position $n$ for the first time. What will be $\mathbb{E}[T_n]$. I tried to derive ...
0
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1answer
64 views

Prove that this is a legitimate PMF

I know that these are two properties of PMF. Non-negativity Sum over the support equals 1 However I can't show that this PMF's sum over the support equals 1.
0
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1answer
137 views

Construction of a random probability measure on the positive integers

Let $\mathcal{N} = \{1, 2, \ldots\}$ be the set of positive integers and let $\mathcal{F}$ be the $\sigma$-field of all subsets of $\mathcal{N}$. Let $X$ be a random variable taking values in ...
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3answers
118 views

How to discourage contestants from entering a lottery twice?

Suppose you have a lottery. And you want to prevent participants from buying multiple tickets. What would be the best way to discourage this? For example, increasing the win-chance for all previously ...
1
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1answer
76 views

probability of sequence of random variables

We're going to look at a random process, which is a sequence of random variables that depends on time. Let $X(t)$ = $A/t$ where A has the density $f_A(a)$ = $3/8$ $a^2$ for $ 0<=a <= 2$. Assume ...
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1answer
102 views

Is there a way to mathematically describe “surprise”?

Let's say that there are ten people entered into a random drawing, the winner gets some large prize. If I were one of those ten people, and I were to win, then I would be pleasantly surprised. If ...
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1answer
159 views

Finding the joint distribution of a random process with memory

I'm modeling a digital system as a random process and attempting to solve for the autocorrelation in order to arrive at the power spectral density of the process. The system is as follows: At any ...
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1answer
2k views

Probability density of Continuous uniform distribution over the unit circle

If we want to chose a point $(x,y)$ uniformly at random from a unit circle in a plane, why is the joint probability density of the random variable $f(x,y) = \frac{1}{\pi}$ for $x^2+y^2\leq1$? The ...
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0answers
50 views

Random Walk in confined region and loop configurations

Suppose I take a random walk on a 2 dimensional square lattice, but this lattice plane has a finite size, e.g. Dx*Dy. I can not cross the boundary, my step length is the lattice cell size, I either go ...
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1answer
378 views

problem on random variable in probability

A game consists of first rolling an ordinary 6-sided die once and then tossing a fair coin once. The score, which consist of adding the number of spots showing on the die to the number of heads ...
0
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1answer
39 views

Project on generating random numbers on GPU

I have been assigned a project on generating random numbers (specifically lognormal random numbers) on gpu. I have knowledge of probability and statistics and some programming experience but I do not ...
2
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2answers
179 views

How to efficiently generate a sequence of random integers that adds up to 1?

I want to randomly generate a sequence of 10 integers in the range [-2, 2] that add up to 1. The distribution of the outcome isn't important. I just want the sequence to be random and the sum ...
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2answers
312 views

Creating Custom Random Number Generator

My statistics are rusty, but here's what I'm trying to do. Creating an application around football and have this distribution around rushing yards per attempt. ...
2
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1answer
125 views

nonlinear transform of Gaussian random variable that preserves Gaussianity

I recently know that following results. suppose that $x_1, x_2, x_3$ are independent real Gaussian random variables with $\mathcal{N}(0, 1)$. Then $$ \frac{x_1 + x_2 x_3}{\sqrt{1+x_3^2}} \sim ...
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0answers
50 views

Are there algorithms related to cloud shapes?

This is going to be applied in programming, but I thought the question would be best answered here, since I'm just looking for algorithms at the moment. I'm generating clouds on the fly, but I'm not ...
0
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2answers
54 views

Generating a random number of higher range

I had a discussion with my friend about writing a function (a computer program) which generates 9 values randomly using a random number generator which generates 4 values, i.e I have a PRNG rand(4) ...
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3answers
416 views

Random number generator with discrete probability distribution

Is there a general algorithm for implementing a PRNG with a probability distribution?
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0answers
133 views

Variance of the first return time of a simple random walk on an hypercube graph

I am trying to solve this problem.... I have a simple random walk on a $d$-cube (finite graph). At each vertex of the graph, the particle chooses one of $d$ edges equally likely. I need to calculate ...
0
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1answer
59 views

Probability of random vector lying on a hyperplane

I have a random vector $v \in \mathbb R^n$, of which the elements are independent. Now there is also a hyperplane $S \subseteq \mathbb R^n$ of dimension $n-1$. The vector is drawn from any continuous ...
2
votes
1answer
217 views

Average number of bins occupied when throwing $n$ balls into $N$ bins

There are $n$ balls and $N$ bins. At each time, a ball is thrown in one bin of $N$ bins at random. This repeats n times. So that in total $n$ balls are thrown into bins. The question is, on average, ...
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0answers
115 views

Bayesian random walk

Suppose that, at first, I am trying to estimate the mean and standard deviation of some data that I assume to be normally distributed. My prior is gaussian with mean $\mu_0$ and variance $\sigma^2_0$. ...
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3answers
3k views

Normalizing a Gaussian Distribution

Assuming a Gaussian distribution with mean of zero and standard deviation of one, I would like to normalize this for an arbitrary mean and standard deviation. I know you're supposed to add the mean ...
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1answer
284 views

Normal distributed rotation matrix in 3D

How can I compute normally distributed 3D rotation matrices with Mathematica? For 2D matrices I would sample a normal distributed angle and directly create a rotation matrix with: ...