com.numericalmethod.suanshu.stats.stochasticprocess.univariate

Interface Realization

All Superinterfaces:

java.lang.Iterable<Realization.Entry>, Realization, java.io.Serializable, TimeSeries<java.lang.Double,java.lang.Double,Realization.Entry>

public interface Realization
extends Realization

This interface defines the Iterator for generating (reading) a realization of a univariate random process.

According to the Lévy–Khintchine representation, for a stochastic process, we have

the absolutely continuous part such that the increment dB is proportional to the square root of time increment dt

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	Realization.Iterator This Iterator support lazy evaluation/generation of a realization from a stochastic process.

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.Realization

Realization.Entry

Method Summary

Modifier and Type	Method and Description
Realization.Iterator	iterator()
double	lastValue() Get the ending value of a realization, i.e., the value at the end of the time interval, e.g., ω(T).

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.univariate.TimeSeries

toArray

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.TimeSeries

size

Methods inherited from interface java.lang.Iterable

forEach, spliterator

Method Detail

iterator

Realization.Iterator iterator()

Specified by:

iterator in interface java.lang.Iterable<Realization.Entry>

lastValue

double lastValue()

Get the ending value of a realization, i.e., the value at the end of the time interval, e.g., ω(T).

Returns:

the ending value of a realization