/src/main/java/net/finmath/montecarlo/JumpProcessIncrements.java
for( int pathIndex=; pathIndex<numberOfPaths; pathIndex++) {
for ( int pathIndex=0; pathIndex<numberOfPaths; pathIndex++ ) {
final PoissonDistribution[][] poissonDistribution = new PoissonDistribution[timeDiscretization.getNumberOfTimeSteps()][jumpIntensities.length]; for(int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps(); timeIndex++) { for(int factorIndex=0; factorIndex<jumpIntensities.length; factorIndex++) { poissonDistribution[timeIndex][factorIndex] = new PoissonDistribution(timeDiscretization.getTimeStep(timeIndex)*jumpIntensities[factorIndex]); } } <extra_id_0> for(int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps(); timeIndex++) { for(int factorIndex=0; factorIndex<jumpIntensities.length; factorIndex++) { final double uniformIncrement = mersenneTwister.nextDouble(); final double numberOfJumps = poissonDistribution[timeIndex][factorIndex].inverseCumulativeDistribution(uniformIncrement); incrementsArray[timeIndex][factorIndex][pathIndex] = numberOfJumps; }