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Thanks! I focused too much on “additive” as a search term. I even looked at https://en.wikipedia.org/wiki/List_of_random_number_generators https://en.wikipedia.
by Someone 4y ago
Thanks! I focused too much on “additive” as a search term. I even looked at https://en.wikipedia.org/wiki/List_of_random_number_generators https://en.wikipedia.org/wiki/List_of_random_number_generato..., and would have found that better name if I had searched for “Mitchell” or “Moore” there, not “additive”.
- hcs 4y agoFYI if you only have the 2nd edition of volume 2, Knuth provides the full text of the changes from the 2nd to 3rd edition electronically: https://www-cs-faculty.stanford.edu/~knuth/taocp.html https://www-cs-faculty.stanford.edu/~knuth/taocp.html (search for "Errata for Volume 2 (2nd ed.)") Since it's too late to edit the earlier post, this is the specifics around discarding (p571): Lüscher's discarding technique can be used to avoid the bias towards 1s. For example, with lags 55 and 24, no deviation for randomness is observed for random walks of length 1001 when the numbers are generated in batches of 165, if only the first 55 numbers of each batch are used.