[SciPy-user] Generating and Sampling Random Numbers

Lorenzo Isella lorenzo.isella@gmail....
Thu Oct 11 16:38:24 CDT 2007


Dear All,
I will probably soon have to deal with the following problem.
Think about a 2D box (a simple rectangle) containing a particle  
(actually many particles) undergoing Brownian motion (or some stochastic 
process in general) in the box.
Simulating its dynamics requires an integration scheme which in turn 
relies on sampling a random normally-distributed variable at every time 
step.
Here is my problem: in general I should not call e.g. stats.norm.rvs at 
every time step, since it amounts to continually re-initializing the 
random number generator, and any generator is guaranteed to have good 
"randomness" only within a sequence. Instead frequent initializations, 
i.e. many independent callings rather than generating a single long 
sequence, may introduce some correlations in the sampled numbers.
However, it is rather cumbersome to do something like:
my_random=stats.norm.rvs(size=100000, loc=0.)
and then read a number from the my_random array at every time step while 
also keeping track of the position of the last read number on the array.
Is there any better way of doing this?
Many thanks

Lorenzo


More information about the SciPy-user mailing list