Questions tagged [random]
Questions about random number generation and the properties of numbers so generated.
920 questions
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Eigenvectors of GSE with right properties
I encountered a weird problem when trying to study a few properties of eigenvectors of matrices sampled from the Gaussian symplectic ensemble (GSE). I have encountered this while trying to understand ...
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Inconsistent DistributionFitTest results?
In pondering this question, I used Mariana's function to generate the following data.
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Compute the correlation of eigenvalues of a Gaussian random matrix
Background
Let $M$ be a $N\times N$ random symmetric matrix, which is drawn from a Gaussian distribution of mean $\mu=0$ and variance $\sigma^2=1/N$.
The first level correlation is defined by:
$$\...
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Unwanted reevaluation in Manipulate with RandomPointConfiguration
Here is a simple illustration of a problem I am encountering. I want to use RandomPointConfiguration inside Manipulate, but it ...
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RandomPoint on discretized surface not working
This used to work before but apparently not in version 14.3
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RandomPoint does not return with many region intersections
I am trying to generate random points on an n-dimensional unit sphere that satisfy a number of linear inequalities (a point $v \in \mathbb{S}^N$ has to satisfy $v \cdot x \geq v \cdot x_k$ for all $...
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RandomVariate sometimes returns the input instead of the numbers
Bug introduced in v14.1 and fixed in 14.2.
I have a series of functions that eventually are combined to form a probability distribution function:
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Filling space between two curves with random points
How can I fill the blue space between two curves, for example $\sin$ and $\cos$, with random points? What if they are two BezierCurves instead of functions?
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Construction of RMT Hamiltonian with given potential
It is well known that the Random Matrix Theory (RMT), the potential function for the Gaussian ensembles, is
$V(H) = \frac{1}{2} H^2 \quad \Rightarrow \quad P(H) \propto e^{-\frac{N}{2} \operatorname{...
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Fast partial shuffling?
I need a version of partial shuffling of a 2D table of reals tab that works very efficiently for large arrays and, being repeated $N\gg 1$ times, becomes analogous ...
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Generate PSD matrices with a condition
There is this highly upvoted but unanswered post at Math.SE. I would like to try some ideas. This requires numerical experiments with Hermitian and positive definite matrices $A$, $B$, and $C$ such ...
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Generating random Hamiltonian cycle
I need random Hamiltonian cycles in directed graphs. I guess for me it would be OK to mean by that choosing uniformly randomly from the set of all Hamiltonian cycles. ...
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Stochastic Differential Equation with delay
Good day to everyone.
I would like to find a solution of a stochastic differential equation that includes some sort of a delay. But the procedures like ...
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Wishart distribution implementation with positive semidefinite scale matrix
The built-in Mathematica function WishartMatrixDistribution[\[Nu],\[CapitalSigma]] requires a positive definite (PD) scale matrix ...
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