Questions tagged [random]

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

1860 questions
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unltra-simplistic linear congruential random number generators

The real linear congruential number generators are more complicated but it is possible to generate a sequence that hits every number in 32 bits using only: seed = seed * m + a Obviously if m = 0 and a = 0, the sequence has length 1 if m = 1 and a =…
Dov
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Joint probability density function of two dependent gaussian variables

I have faced the following dilemma while doing some research, so your kind support will be highly appreciated. I have the following two random variables: $$X_1 \sim N(\mu_1,\sigma^2_1)$$ $$X_2\sim N(\mu_2,\sigma^2_2)$$ and giving $$Z=\frac {X_1 +…
eMAS
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What is the difference between Discrete and Continuous Random Variables?

What is the difference between Discrete and Continuous Random Variables? Discrete Random Variable = takes countable or discretely determinable values. So, it is always listable. For example, digital signals. Continuous Random Variable = takes…
user6704
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Generating uniformly distributed random variables with given mean and deviation

I don't understand maths very well so sorry for my newbie question. Imagine I have a bank and clients of this bank. Clients arrive following a uniform distribution with $3.5$ mean and $1.3$ standard deviation. How can I calculate a random number…
Favolas
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Generating random variables from coin tosses.

I am allowed to make any number of coin tosses. Coin is unbiased. How can I generate a given random variable X (say X is bernouille or binomial or uniform) using independent coin tosses. I am looking at this direction. Given X a random variable, I…
TheNeo
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Generate a random variable by composition

If I want to generate a random variable with such a pdf: $f(x) = \frac{5}{12}[1+(x-1)^4], (0 \leq x \leq 2)$ by composition, what should I do? Some of my thought is that I can first make it into $f(x) = \frac{5}{6}\frac{1}{2} +…
Mathematics Lover
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Multiple instances of random generator

I wonder whether following methodology is correct. I need to introduce concurrent processing to my simulating application.I want to use Mersenne Twister random generator. I wonder whether I can create a few instances of this generator (initialized…
Darqer
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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 this paper. It is Bob's job to determine if she…
John T
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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 M (i.e. p and q are not factors of x0) and not 1…
Bogdan T.
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What is the deciability of randomness?

Let f(n) be a function that returns 1 iff n consecutive 1s are found in an infinite random binary string. What is the decidability of this function? This is not a homework question, but my peers and I did think of it while doing reduction and…
Deco
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How to scale a random based on a function?

Say I have a function function $f(x)$ returning any real between 0 and 1, for a $x$ between 0 and 1. I want to get $n$ randomly generated values of $x$, based the probablity they occur from $f(x)$. Example: If $n=5$, and $f(x)$ described a direct…
Lazlo
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PRNG to generate a known set of values

Say I want the first N numbers generated by PRNG to be some list [n1, n2, n3, n1, nx...]. Is there any way to accomplish this (basically find the appropriate seed for the PRNG?) in some efficient manor, short of bruteforcing it?
aamit915
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Expected value: Product of integers in a range

What is the expected value of $f(x)^k = f(x) f(x) \cdots f(x)$ if $f(x)$ is a function, that returns a random integer between $0$ and $x - 1$ inclusive?
Gary
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How to tell if a set is cyclic

I've been reading a bit about pseudo-random number generators lately. My understanding is that they generate numbers that seem random for all practical purposes but they are actually just really big sets of numbers that are cyclic. So let's say we…
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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 to this question be and the detailed solution?