Processes
Class SFSMarkovChainImpl

java.lang.Object
  extended byProcesses.StochasticProcess
      extended byProcesses.MarkovChain
          extended byProcesses.SFSMarkovChain
              extended byProcesses.SFSMarkovChainImpl

public class SFSMarkovChainImpl
extends SFSMarkovChain

Implementation of SFSMarkovChain relying on * transition probabilities *

q(i,j)=Q[i][j-a[i]], a[i]<=j<=b[i],
* stored in an array Q[][]. * * @author Michael J. Meyer


Constructor Summary
SFSMarkovChainImpl(int T, int j_0, int N, int[] a, int[] b, double[][] Q)
          Constructor
 
Method Summary
 int a(int i)
          Defines SFSMarkovChain.a(int).
 int b(int i)
          Defines SFSMarkovChain.b(int).
 double q(int i, int j)
          Defines the transition probabilities SFSMarkovChain.b(int).
 
Methods inherited from class Processes.SFSMarkovChain
I, q, timeStep
 
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

SFSMarkovChainImpl

public SFSMarkovChainImpl(int T,
                          int j_0,
                          int N,
                          int[] a,
                          int[] b,
                          double[][] Q)

Constructor

* * @param T Number of time steps to horizon. * @param j_0 State at time t=0. * @param N States are j=0,1,...,N-1. * @param a SFSMarkovChain.a(int) array. * @param b SFSMarkovChain.b(int) array. * @param Q Array of transition probabilities.

Method Detail

a

public int a(int i)

Defines SFSMarkovChain.a(int).

Specified by:
a in class SFSMarkovChain

b

public int b(int i)

Defines SFSMarkovChain.b(int).

Specified by:
b in class SFSMarkovChain

q

public double q(int i,
                int j)

Defines the transition probabilities SFSMarkovChain.b(int).

Specified by:
q in class SFSMarkovChain