Class RandomRealizationOfRandomProcess

    • Constructor Detail

      • RandomRealizationOfRandomProcess

        public RandomRealizationOfRandomProcess​(RandomProcess process,
                                                int size,
                                                RandomLongGenerator uniform)
        Construct a random realization generator from a random/stochastic process.
        Parameters:
        process - a random process
        size - the size of the realizations
        uniform - a uniform random number generator
      • RandomRealizationOfRandomProcess

        public RandomRealizationOfRandomProcess​(RandomProcess process,
                                                int size)
        Construct a random realization generator from a random/stochastic process.
        Parameters:
        process - a random process
        size - the size of the realizations
      • RandomRealizationOfRandomProcess

        public RandomRealizationOfRandomProcess​(DiscreteSDE sde,
                                                TimeGrid timeGrid,
                                                double x0)
        Construct a random realization generator from a discrete SDE.
        Parameters:
        sde - a discrete approximation of an SDE
        timeGrid - specifying the time points in a grid
        x0 - the initial value of the process
      • RandomRealizationOfRandomProcess

        public RandomRealizationOfRandomProcess​(SDE sde,
                                                TimeGrid timeGrid,
                                                double x0)
        Construct a random realization generator from an SDE.
        Parameters:
        sde - a continuous time SDE
        timeGrid - specifying the time points in a grid
        x0 - the initial value of the process
      • RandomRealizationOfRandomProcess

        public RandomRealizationOfRandomProcess​(SDE sde,
                                                int size)
        Construct a random realization generator from an SDE.
        Parameters:
        sde - a continuous time SDE
        size - the size of the realizations
    • Method Detail

      • seed

        public void seed​(long... seeds)
        Description copied from interface: Seedable
        Seed the random number/vector/scenario generator to produce repeatable experiments.
        Specified by:
        seed in interface Seedable
        Parameters:
        seeds - the seeds