public class RandomRealizationOfRandomProcess extends Object implements RandomRealizationGenerator
Constructor and Description |
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RandomRealizationOfRandomProcess(DiscreteSDE sde,
TimeGrid timeGrid,
double x0)
Construct a random realization generator from a discrete SDE.
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RandomRealizationOfRandomProcess(RandomProcess process,
int size)
Construct a random realization generator from a random/stochastic process.
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RandomRealizationOfRandomProcess(RandomProcess process,
int size,
RandomLongGenerator uniform)
Construct a random realization generator from a random/stochastic process.
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RandomRealizationOfRandomProcess(SDE sde,
int size)
Construct a random realization generator from an SDE.
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RandomRealizationOfRandomProcess(SDE sde,
TimeGrid timeGrid,
double x0)
Construct a random realization generator from an SDE.
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Modifier and Type | Method and Description |
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Realization |
nextRealization()
Construct a realization of a univariate stochastic process.
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void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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public RandomRealizationOfRandomProcess(RandomProcess process, int size, RandomLongGenerator uniform)
process
- a random processsize
- the size of the realizationsuniform
- a uniform random number generatorpublic RandomRealizationOfRandomProcess(RandomProcess process, int size)
process
- a random processsize
- the size of the realizationspublic RandomRealizationOfRandomProcess(DiscreteSDE sde, TimeGrid timeGrid, double x0)
sde
- a discrete approximation of an SDEtimeGrid
- specifying the time points in a gridx0
- the initial value of the processpublic RandomRealizationOfRandomProcess(SDE sde, TimeGrid timeGrid, double x0)
sde
- a continuous time SDEtimeGrid
- specifying the time points in a gridx0
- the initial value of the processpublic RandomRealizationOfRandomProcess(SDE sde, int size)
sde
- a continuous time SDEsize
- the size of the realizationspublic void seed(long... seeds)
Seedable
public Realization nextRealization()
RandomRealizationGenerator
nextRealization
in interface RandomRealizationGenerator
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