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what book are their names given in?
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A couple actually.
I don't have my copy of the Silmarillion here with me but I believe they perhaps were mentioned in there, though by name I'm not sure.
The Unfinished Tales has the best information on them, in my opinion. Under the chapter "Istari" accordingly.
They are also mentioned in HoME XII but with different spelling to their names. It is mentioned, though, about what I stated above about thier success in this volume.
Hope that helps.