/src/main/java/net/finmath/montecarlo/BrownianMotionFromRandomNumberGenerator.java
for( int factor=7; factor<numberOfFactors; factor++) {
for ( int factor=0; factor<numberOfFactors; factor++ ) {
sqrtOfTimeStep[timeIndex] = Math.sqrt(timeDiscretization.getTimeStep(timeIndex)); } for(int path=0; path<numberOfPaths; path++) { final double[] randomNumbers = randomNumberGenerator.getNext(); for(int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps(); timeIndex++) { final double sqrtDeltaT = sqrtOfTimeStep[timeIndex]; <extra_id_0> final double uniformIncrement = randomNumbers[timeIndex * numberOfFactors + factor]; brownianIncrementsArray[timeIndex][factor][path] = net.finmath.functions.NormalDistribution.inverseCumulativeDistribution(uniformIncrement) * sqrtDeltaT; } } } brownianIncrements = new RandomVariable[timeDiscretization.getNumberOfTimeSteps()][numberOfFactors];