28294116178
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Ran 27 Jun 2026 03:58PM UTC

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Committed 27 Jun 2026 03:52PM UTC coverage: 81.299%. Remained the same

Build # 28294116178

Build Type

Pull #169

github

Committed by

wegamekinglc

Commit Message

docs: add random-number and path-generation methodology

Fill a documentation gap: the Brownian-bridge construction, Sobol direction
numbers with Gray-code advance, and path-seeking logic in
dal-cpp/dal/math/random/ were entirely undocumented. Quants and downstream
agents had to read the source to understand why the bridge reorders variates
or how SkipTo lands on a substream without replaying points.

Add docs/methodology/random.md at WHY altitude covering:
- the Random_ interface and the pseudo-/quasi-random split
- the Brownian bridge: bisection ordering, conditional mean/variance, and the
  variation normalization that returns unit-variance increments
- Sobol direction numbers and the O(1) Gray-code recurrence on the trailing
  zero of iPath_
- path seeking by direct state reconstruction (Sobol Seek, MRG32k32a
  companion-matrix jump)
- the IRN55-with-shuffling and MRG32k32a pseudo-random engines

Index the note from docs/README.md (Methodology) and CLAUDE.md (Methodology
list). No CHANGELOG entry: this is a doc-gap fill, not a fundamental change.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

Pull Request Pull Request #169: docs: add random-number and path-generation methodology

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ID	Job ID	Ran	Files	Coverage
1	28294116178.1	27 Jun 2026 03:58PM UTC	218	81.3	GitHub Action Run

wegamekinglc / Derivatives-Algorithms-Lib / 28294116178
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