Class SFSMarkovChainImpl

  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)
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


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


* * @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


public int a(int i)

Defines SFSMarkovChain.a(int).

Specified by:
a in class SFSMarkovChain


public int b(int i)

Defines SFSMarkovChain.b(int).

Specified by:
b in class SFSMarkovChain


public double q(int i,
                int j)

Defines the transition probabilities SFSMarkovChain.b(int).

Specified by:
q in class SFSMarkovChain