The programme will look something like this. The descritopn of laprnd was taken from this link

https://www.mathworks.com/matlabcentral/fileexchange/13705-laplacian-random-number-generator/content/laprnd.m

Tmax = 10;

Llow = 1;

Lupp = 5;

Tcur = 1;

while (1==1)

L = round(random('unif', Llow, Lupp));

for t = Tcur:Tcur+L-1

sigma = random('unif', 0, 1);

Sr(Tcur) = laprnd(1, 1, 0, sigma^2/2);

Si(Tcur) = laprnd(1, 1, 0, sigma^2/2);

end;

Tcur = Tcur+L;

if (Tcur >= Tmax)

break;

end;

end

Sr+Si*i