docs: private void doGenerateGammaIncrements() {
  		if(gammaIncrements != null) {
  			return;	// Nothing to do
  		}
  
  		// Create random number sequence generator
  		MersenneTwister			mersenneTwister		= new MersenneTwister(seed);
  
  		// Allocate memory
  		double[][][] gammaIncrementsArray = new double[timeDiscretization.getNumberOfTimeSteps()][numberOfFactors][numberOfPaths];
  
  		// Pre-calculate distributions
  		GammaDistribution[] gammaDistributions = new GammaDistribution[timeDiscretization.getNumberOfTimeSteps()];
  		for(int timeIndex=0; timeIndex<gammaDistributions.length; timeIndex++) {
  			double deltaT = timeDiscretization.getTimeStep(timeIndex);
  			gammaDistributions[timeIndex] = new GammaDistribution(shape * deltaT, scale);
  		}
  
  		/*
  		 * Generate gamma distributed independent increments.
  		 *
  		 * The inner loop goes over time and factors.
  		 * MersenneTwister is known to generate "independent" increments in 623 dimensions.
  		 * Since we want to generate independent streams (paths), the loop over path is the outer loop.
  		 */
  		for(int path=0; path<numberOfPaths; path++) {
  			for(int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps(); timeIndex++) {
  				GammaDistribution gammaDistribution = gammaDistributions[timeIndex];
  				// Generate uncorrelated Gamma distributed increment
  				for(int factor=0; factor<numberOfFactors; factor++) {
  					double uniformIncrement = mersenneTwister.nextDouble();
  					gammaIncrementsArray[timeIndex][factor][path] = gammaDistribution.inverseCumulativeDistribution(uniformIncrement);
  				}
  			}
  		}
  
  		// Allocate memory for RandomVariable wrapper objects.
  		gammaIncrements = new RandomVariableInterface[timeDiscretization.getNumberOfTimeSteps()][numberOfFactors];
  
  		// Wrap the values in RandomVariable objects
  		for(int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps(); timeIndex++) {
  			double time = timeDiscretization.getTime(timeIndex+1);
  			for(int factor=0; factor<numberOfFactors; factor++) {
  				gammaIncrements[timeIndex][factor] =
  						randomVariableFactory.createRandomVariable(time, gammaIncrementsArray[timeIndex][factor]);
  			}
  		}
  	}