Class BiasedRandomWalk

  extended byProcesses.StochasticProcess
      extended byProcesses.BiasedRandomWalk

public class BiasedRandomWalk
extends StochasticProcess

Random walk moving up 1 with probability p and down 1 * with probability 1-p. * * @author Michael J. Meyer

Constructor Summary
BiasedRandomWalk(int T, double X_0, double p)
Method Summary
 void timeStep(int t)
          The time step StochasticProcess.timeStep(int).
Methods inherited from class Processes.StochasticProcess
get_dt, get_path, get_T, get_X_0, newPath, newPathBranch, pathSegment, pathSegment, pathSegment, sampledAt, simulationInit, timeStep
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail


public BiasedRandomWalk(int T,
                        double X_0,
                        double p)


* * @param T Number of time steps to horizon. * @param X_0 initial value X(0). * @param p Probability of up move.

Method Detail


public void timeStep(int t)

The time step StochasticProcess.timeStep(int).

Specified by:
timeStep in class StochasticProcess