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A.Toumantsev had it right in his comment that 'it depends'; I'll try to expand on that. First of all, there's no one 'window method', there are a bunch of different variations, and which $w$ works best for you would depend on the exact version you're using. With the most basic window method, to compute $a^e \bmod p$, you: compute $a^0 \bmod p, a^1 \bmod ...

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