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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
2
votes
How can I randomly draw an ensemble of unit vectors that sum to zero?
This is long past the time the question was asked, but I thought I'd add some references here in case people still come across this post. First, there's an $O(n^2)$ algorithm for generating closed equ …
5
votes
Generate points of a (n-2)-sphere on a n-hyperplane
You can always generate points uniformly on an n-sphere by sampling n+1 independent gaussians and then normalizing the resulting vector. So you ought to be able to do this by choosing n independent ga …