Multidimensional sampling

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My name is Winnie and I am studying Anthropology and Sociology and Modern Languages and Classics at Rillieux-La-Pape / France.

Also visit my web site ... hostgator1centcoupon.info Subtract with carry is a pseudorandom number generator of the lagged Fibonacci type introduced by George Marsaglia and Arif Zaman in 1991.[1] It is one of three random number generator engines included in the standard C++11 library.

Subtract with carry generates a sequence of numbers using the recurrence relation:


x(i)=(x(iS)x(iR)cy(i1))modM


where cy(i) has the value 1 if x(iS)x(iR)cy(i1)<0, otherwise cy(i)=0. R and S are constants known as the long and short lags.[2]

References

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  1. A New Class of Random Number Generators, George Marsaglia and Arif Zaman, The Annals of Applied Probability, Vol. 1, No. 3, 1991
  2. subtract_with_carry Class, Microsoft Visual Studio 2010