Multidimensional sampling

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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. 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:

$x(i)=(x(i-S)-x(i-R)-cy(i-1))\ {\bmod {\ }}M$

where $cy(i)$ has the value 1 if $x(i-S)-x(i-R)-cy(i-1)<0$, otherwise $cy(i)=0$. R and S are constants known as the long and short lags.

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