/* (non-Javadoc)
* @see net.finmath.stochastic.RandomVariableInterface#add(net.finmath.stochastic.RandomVariableInterface)
*/
public RandomVariableInterface add(RandomVariableInterface randomVariable) {
// Set time of this random variable to maximum of time with respect to which measurability is
// known.
double newTime = Math.max(time, randomVariable.getFiltrationTime());
if (isDeterministic() && randomVariable.isDeterministic()) {
double newValueIfNonStochastic = valueIfNonStochastic + randomVariable.get(0);
return new RandomVariable(newTime, newValueIfNonStochastic);
} else if (isDeterministic()) return randomVariable.add(this);
else {
double[] newRealizations = new double[Math.max(size(), randomVariable.size())];
for (int i = 0; i < newRealizations.length; i++)
newRealizations[i] = realizations[i] + randomVariable.get(i);
return new RandomVariable(newTime, newRealizations);
}
}
