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I want to choose a random vector in high dimensions such that it all directions have the same uniform chance (i.e. isotropic in all directions). My current idea is the following algorithm: sample v ...
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How can one generate $k$ uniform random variates centered at zero, $X_1, X_2, ..., X_k$, given a constant Euclidean norm, $c =\sqrt{X_1^2+X_2^2+...X_k^2}$?
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For example, in R, the MASS::mvrnorm() function is useful for generating data to demonstrate various things in statistics. It ...
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