Re:Algorithms Every Data Scientist Should Know: Reservoir Sa...
by dbaupp on Tuesday July 02, 2013 @07:35AM
(#5977077)
Most RNGs that generate numbers from 0 to 1 actually just generate a random 64-bit value, and divide by 2^64; which means that they do underflow relatively easily. (This is relatively easily to overcome using a better (& more expensive) random bits -> double algorithm.)
Why? Double floats don't overflow until 10^-300 or so, and RNG's give uniform numbers from 0 to 1 just fine...