Questions tagged [randomness]

Randomness is a way to mathematically model uncertainty. We often assume to have access to some well-defined source of random numbers, or that input values or events follow some probability distribution.

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32
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7answers
11k views

Differences and relationships between randomized and nondeterministic algorithms?

What differences and relationships are between randomized algorithms and nondeterministic algorithms? From Wikipedia A randomized algorithm is an algorithm which employs a degree of randomness ...
32
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4answers
11k views

Uniform sampling from a simplex

I am looking for an algorithm to generate an array of N random numbers, such that the sum of the N numbers is 1, and all numbers lie within 0 and 1. For example, N=3, the random point (x, y, z) should ...
22
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3answers
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Is rejection sampling the only way to get a truly uniform distribution of random numbers?

Suppose that we have a random generator that outputs numbers in the range $[0..R-1]$ with uniform distribution and we need to generate random numbers in the range $[0..N-1]$ with uniform distribution. ...
24
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1answer
6k views

How to prove correctness of a shuffle algorithm?

I have two ways of producing a list of items in a random order and would like to determine if they are equally fair (unbiased). The first method I use is to construct the entire list of elements and ...
27
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9answers
18k views

Generating uniformly distributed random numbers using a coin

You have one coin. You may flip it as many times as you want. You want to generate a random number $r$ such that $a \leq r < b$ where $r,a,b\in \mathbb{Z}^+$. Distribution of the numbers should ...
39
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7answers
4k views

Can PRNGs be used to magically compress stuff?

This idea occurred to me as a kid learning to program and on first encountering PRNG's. I still don't know how realistic it is, but now there's stack exchange. Here's a 14 year-old's scheme for an ...
20
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5answers
6k views

How can it be detected that a number generator is not really random?

I heard that random number generation in computers isn't really random, but there is no efficient algorithm to detect it. How can it be detected at all ?
22
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10answers
17k views

How to simulate a die given a fair coin

Suppose that you're given a fair coin and you would like to simulate the probability distribution of repeatedly flipping a fair (six-sided) die. My initial idea is that we need to choose appropriate ...
6
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2answers
2k views

Compressing normally distributed data

Given normally distributed integers with a mean of 0 and a standard deviation $\sigma$ around 1000, how do I compress those numbers (almost) perfectly? Given the entropy of the Gaussian distribution, ...
42
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4answers
16k views

Why is the Mersenne Twister regarded as good?

The Mersenne Twister is widely regarded as good. Heck, the CPython source says that it "is one of the most extensively tested generators in existence." But what does this mean? When asked to list ...
25
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11answers
9k views

Is von Neumann's randomness in sin quote no longer applicable?

Some chap said the following: Anyone who attempts to generate random numbers by deterministic means is, of course, living in a state of sin. That's always taken to mean that you can't generate ...
23
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8answers
2k views

What randomness really is

I'm a Computer Science student and am currently enrolled in System Simulation & Modelling course. It involves dealing with everyday systems around us and simulating them in different scenarios by ...
9
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4answers
1k views

What is a good algorithm for generating random DFAs?

I am generating random DFAs to test a DFA reduction algorithm on them. The algorithm that I'm using right now is as follows: for each state $q$, for each symbol in the alphabet $c$, add $\delta (q, c)...
6
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2answers
121 views

Invertible function that randomizes order

I am looking for an invertible discrete function $f:\{0,1,2,\dots,n-1\} \to \{0,1,2,\dots,n-1\}$ for some given integer $n$. I want $f(0),f(1),\dots,f(n-1)$ to return all the integers in range $[0..n)...
6
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2answers
179 views

How best to statistically verify random numbers?

Lets say I have 1000 bytes that are supposedly random. I want to verify to a certain certainty that they are indeed random and evenly distributed across all byte values. Aside from calculating the ...
6
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3answers
212 views

Efficiently generating a uniformly random list of unique integers in a range

The problem: To generate a list of size $n$, Containing unique integers, Sampled uniformly in the range $\left[0,m\right)$, In $O(n)$ time, except that: Assuming $m$ is bounded by some word-size, $\...
12
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1answer
7k views

Generate scale-free networks with power-law degree distributions using Barabasi-Albert

I'm trying to reproduce the synthetic networks (graphs) described in some papers. It is stated that the Barabasi-Albert model was used to create "scale-free networks with power-law degree ...
21
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1answer
1k views

Generating inputs for random-testing graph algorithms?

When testing algorithms, a common approach is random testing: generate a significant number of inputs according to some distribution (usually uniform), run the algorithm on them and verify correctness....
6
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3answers
4k views

What's a uniform shuffle?

What does it mean exactly a "uniform shuffle" algorithm ? Is this method considered a uniform shuffle ? ...
22
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6answers
9k views

Can we generate random numbers using irrational numbers like π and e?

Irrational numbers like $\pi$, $e$ and $\sqrt{2}$ have a unique and non-repeating sequence after the decimal point. If we extract the $n$-th digit from such numbers (where $n$ is the number of times ...
2
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3answers
1k views

Best random permutation employing only one random number

The ideal random permutation algorithm of Fisher and Yates (Algorithm P in Knuth vol.2) for a sequence of $n$ objects requires $n-1$ random numbers. In some card games one first does a "cut" and ...
4
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2answers
677 views

Online generation of uniform samples

A source provides a stream of items $x_1, x_2,\dots$ . At each step $n$ we want to save a random sample $S_n \subseteq \{ (x_i, i)|1 \le i \le n\}$ of size $k$, i.e. $S_n$ should be a uniformly chosen ...
3
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3answers
2k views

Non-uniform random distribution: How do I get a random between 100 and 180 that is on average close to 120? (like in a Gaussian distribution)

Presume I have the following case: int value a int value b, for which a < b int value i, ...
2
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2answers
69 views

Indexing a random permutation

I am curious if there exists a method for specifying a permutation $F_k: X \to X$ with a small(ish) $k$. Something that comes very close to my goal is a block cipher, say AES. But block ciphers have ...
2
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1answer
862 views

Chernoff bounds and Monte Carlo algorithms

One of Wikipedia examples of use of Chernoff bounds is the one where an algorithm $A$ computes the correct value of function $f$ with probability $p > 1/2$. Basically, Chernoff bounds are used to ...
2
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1answer
130 views

Are there any practical differences between a Turing machine with a PRNG and a probabilistic Turing machine?

Say I plugged in a hardware true-random number generator (TRNG) to my computer, then wrote programs with output that depends on the TRNG's output. Can it do anything non-trivial that a Turing machine ...
6
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2answers
186 views

Isn't std::bernoulli_distribution inefficient? Designing a bit-parallel Bernoulli generator

C++11 has a convenient Bernoulli RNG, illustrated at http://en.cppreference.com/w/cpp/numeric/random/bernoulli_distribution . However, distilling an entire random integer into a single random bit ...
5
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1answer
332 views

Random permutations by probability matrix

I have the following problem: I need to generate $\ell$ random permutations each of length $n$ from a list of $m$ elements ($m \ge n$) by a predefined probability matrix $P$ of size $n$ x $m$. ...
4
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3answers
806 views

Can a transcendental number like $e$ or $\pi$ be compressed as not algorithmically random?

The related and interesting fields of Information Theory, Turing Computability, Kolmogorov Complexity and Algorithmic Information Theory, give definitions of algorithmically random numbers. An ...
3
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1answer
267 views

Perfect random number generation using normal numbers

This paper describes a computable normal number. One property of normal numbers is that, written in binary, the $i^{th}$ bit is equally likely to be 0 or 1 (in the sense that as $n$ gets large, the ...
2
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2answers
470 views

How to extract randomness from a file?

I have a generator of files with approximately 7 bits /byte entropy. The files are about 30KB each in length. I'd like to use these as sources of entropy to generate random numbers. Theoretically I ...
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1answer
58 views

Are there any stochastic models of non determinism in the rate of program execution?

We know that typical operating systems and high level languages (especially those with garbage collection) cannot be used for real time operating systems. Java & jet engines don't mix, and ...
0
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1answer
54 views

Estimate distribution of a composite variable

Suppose I have N sets of numbers (10 numbers per set) {a1, ....., a10}. I form a sum by taking one number at random from each set. SUM = num from set 1 +......+ num from set N. If I do this a large ...
0
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1answer
104 views

Remapping values to bias a uniform set towards a certain curvature [duplicate]

I'm trying to generate random numbers that would be distributed according to a sample curve that I provide in the shape of vertices. I came up with this: ...