Package dev.nm.stat.stochasticprocess.univariate.random

Class RandomRealizationOfRandomProcess

java.lang.Object

dev.nm.stat.stochasticprocess.univariate.random.RandomRealizationOfRandomProcess

All Implemented Interfaces:

Seedable, RandomRealizationGenerator

public class RandomRealizationOfRandomProcess
extends Object
implements RandomRealizationGenerator

This class generates random realizations from a random/stochastic process.

Constructor Summary

Constructors

Constructor	Description
RandomRealizationOfRandomProcess(RandomProcess process, int size)	Construct a random realization generator from a random/stochastic process.
RandomRealizationOfRandomProcess(RandomProcess process, int size, RandomLongGenerator uniform)	Construct a random realization generator from a random/stochastic process.
RandomRealizationOfRandomProcess(DiscreteSDE sde, TimeGrid timeGrid, double x0)	Construct a random realization generator from a discrete SDE.
RandomRealizationOfRandomProcess(SDE sde, int size)	Construct a random realization generator from an SDE.
RandomRealizationOfRandomProcess(SDE sde, TimeGrid timeGrid, double x0)	Construct a random realization generator from an SDE.

Method Summary

Modifier and Type	Method	Description
Realization	nextRealization()	Construct a realization of a univariate stochastic process.
void	seed(long... seeds)	Seed the random number/vector/scenario generator to produce repeatable experiments.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

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 Details

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

nextRealization

public Realization nextRealization()

Description copied from interface: RandomRealizationGenerator

Construct a realization of a univariate stochastic process.

Specified by:

nextRealization in interface RandomRealizationGenerator

Returns:

a realization