Class SymmetricRandomWalk

  extended byProcesses.StochasticProcess
      extended byProcesses.SymmetricRandomWalk

public class SymmetricRandomWalk
extends StochasticProcess

A random walk moving up 1 or down 1 with equal probability p=1/2. * * @author Michael J. Meyer

Constructor Summary
SymmetricRandomWalk(int T, double X_0)
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 SymmetricRandomWalk(int T,
                           double X_0)


* * Allocates the StochasticProcess super.this with time * steps of size dt=1. * * @param T Number of time steps to the horizon. * @param X_0 Initial value X(0).

Method Detail


public void timeStep(int t)

The time step StochasticProcess.timeStep(int).

Specified by:
timeStep in class StochasticProcess