com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde

Interface Construction

All Superinterfaces:

java.io.Serializable

All Known Implementing Classes:

Euler, Milstein, RandomWalk, RandomWalk

public interface Construction
extends java.io.Serializable

This interface defines how a realization of a stochastic process is constructed. Construction is essentially a random path/realization generator.

Method Summary

Modifier and Type	Method and Description
Realization	nextRealization(double x0) Construct a realization of the stochastic process.
void	seed(long seed) Seed the construction process so that we may generate the same realizations.

Method Detail

nextRealization

Realization nextRealization(double x0)

Construct a realization of the stochastic process. The realization a time series.

Parameters:

x0 - the starting point of the trajectory

Returns:

a realization

seed

void seed(long seed)

Seed the construction process so that we may generate the same realizations.

Parameters:

seed - seeding the same seed gives arise to the same realization