Problem with generating random numbers when performing a Monte carlo simulation in Matlab ?

Gayan Lankeshwara

2020 5 17

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Hi there,

I am performing a Monte carlo simulation and this is the code for it.

 
clc; clear all;
 
num_simulations = 1000 ; 
P_init = repmat(5,10,1)
numAC = length(P_init) ;
sumReduction = zeros(num_simulations,1);
for i = 1 : num_simulations
   
    DRM_levels = [0.25, 0.5, 0.75, 1.0]';
    DRM_prob = [.25, .25, .25, .25];
    s = RandStream('mlfg6331_64');
    ReductionLevelsVector  = randsample(s, DRM_levels , numAC, true, DRM_prob);
    
    ActualReduction = P_init .* ReductionLevelsVector ;
    sumReduction(i) = sum(ActualReduction) ;
end

However after performing num_simulations iterations I find that I am ended up getting the same result for sumReduction in each iteration. Is there something wrong with the Random number generator I am using, so it continues to generate the same random number at each iteration.

Can anyone please help me with this ?

Thanks.

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Gayan Lankeshwara 2020-5-17

Thanks a lot Walter, now it works fne.

Cheers.

Pradeep Jangid 2021-4-1

Hello Gayan Lankeshwara

When I run your code after writing randstrem before loop. But when I made plot of xcorr(sumReduction), It's almost trinangle. It means there is no chnge in correltion. Please help If I'm wrong.

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