Publication: Some Fundamental Properties of a Multivariate von Mises Distribution. Multivariate von Mises distributions can be used to describe components in mixture models for angular data. Here, we derive sufficient criteria for von Mises distributions to be unimodal. … read more
The Ziggurat Method for Generating Gaussian Random Numbers. A fast method for generating Gaussian random numbers. … read more
By Jochen Voss, on
I just tried to find out what the default random number generator of
the Go programming language is. The
source code for this RNG can be found in the file
the only reference in the source code is the cryptic comment
by DP Mitchell and JA Reeds. Does anybody have a reference for this,
or can at least identify
DP Mitchell or
JA Reeds? Some
things I tried:
Mitchellin the context of random number generation, I found references to the following article: D. Mitchell,
Nonlinear Key Generators,Cryptologia, vol. 14, pp. 350-354, 1990. I hoped that this article may allow me to find an affiliation for
D. Mitchell, but unfortunately it seems to have been removed(!) from the journal. The table of contents shows a gap between pages 349 and 355.
Any hints about where the algorithm comes from would be most welcome.
This is an excerpt from Jochen's blog.
Newer entry: The Rate of Convergence for Approximate Bayesian Computation
Older entry: the book is out!!!
Copyright © 2013, Jochen Voss. All content on this website (including text, pictures, and any other original works), unless otherwise noted, is licensed under a Creative Commons Attribution-Share Alike 3.0 License.