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

Blog: The Fortuna Random Number Generator. A new implementation of the Fortuna Random Number Generator in Go. … read more

strange random number generator

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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 rng.go; the only reference in the source code is the cryptic comment algorithm 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:

Any hints about where the algorithm comes from would be most welcome.

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