My first reaction was that this all seemed rather trivial --- closer inspection reveals interesting and useful stuff here, that ought to be more widely known about! WFL On 2/16/10, Joerg Arndt <arndt@jjj.de> wrote:
Thanks a lot!
I cannot access neither the Neumann paper nor Knuth's TAOCP (because these are on some ship following me to Europe).
So I'll just cite Neumann (first time citing a paper I haven't actually seen 8-) )
* Victor Miller <victorsmiller@gmail.com> [Feb 16. 2010 19:03]:
Joerg, I think that the reference given in that page (which is also in von Neumann's collected works) J. von Neumann, "Various techniques used in connection with random digits. Monte Carlo methods", Nat. Bureau Standards, 12 (1951), pp. 36–38.
is what you want. For example, Knuth if TAOCP vol. 2 page 120 referers to it (but surprisingly for Knuth doesn't give the exact reference).
Victor
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