I've heard of probabilistic data structures like Skip Lists and Bloom Filters being immensely useful and I'd like to learn more about them in general. Is there a canonical reference on the subject on the level of Cormen et al.?
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The closest site I can think of that might be canonical is the NIST standards web site:
This site can be short on descriptions but has links to external sites ..
There are probably many more, but these are the ones that I have found or that I was aware of.