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An important first step when deploying a wireless ad hoc network is neighbor discovery in which every node attempts to determine the set of nodes it can communicate within one wireless hop. In the recent years, cognitive radio (CR) technology has gained attention as an attractive approach to alleviate spectrum congestion. A CR transceiver can operate over a wide range of frequencies possibly spanning multiple frequency bands. A CR node can opportunistically utilize unused wireless spectrum without interference from other wireless devices in its vicinity. Due to spatial variations in frequency usage and hardware variations in radio transceivers, different nodes in the network may perceive different subsets of frequencies available to them for communication. This heterogeneity in the available channel sets across the network increases the complexity of solving the neighbor discovery problem in a CR network. In this paper, we design and analyze several randomized algorithms for neighbor discovery in such a (heterogeneous) network under a variety of assumptions.